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Hedge funds, credit risk transfer and financial stability. [PDF]
Financial stability review, 2007 Over the past decade, central bankers and financial institution supervisors have sharpened their focus on the increasingly important role that private pools of investment funds play in global financial markets. The growth in these pools has contributed significantly to market efficiency and financial stability by expanding liquidity in many financial ...
Cole, R T., Feldberg G., Lynch, D.
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Chapter 7: Credit Risk Transfer and Mitigation
2017Financial institutions have throughout time developed several different methods to mitigate and transfer credit risk. These include letters of credit and guarantees, covenants, marking to market, netting central counterparty clearing, collateralization and over-collateralization, syndication, early transaction termination, credit derivatives and ...
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Credit Risk Transfers: Investor and GSE Perspectives
The Journal of Structured Finance, 2014In 2013, the government-sponsored enterprises (GSEs) began issuing credit risk transfer (CRT) transactions in order to transfer some of the credit risk on the mortgages they were guaranteeing to private investors. This article analyzes these CRT transactions from the investor and the GSE perspectives. The authors use two different approaches to project
Scott Anderson, Janet Jozwik
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Enhanced BIS statistics on credit risk transfer [PDF]
BIS Quarterly Review, 2011 From June 2011, the BIS credit derivatives statistics provide more granular information on the types of risks transferred through credit default swaps by different groups of counterparties. The new data suggest that reporting dealers have used some hard-to-value credit derivatives to transfer credit risk to shadow banks, possibly exposing these ...
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Credit risk transfer statistics
2009The financial crisis that began in August 2007 has revealed important gaps in statistics on credit risk transfer (CRT) instruments. In particular, information on structural changes in global CRT markets and on the transfer and ultimate distribution of credit risk has not been sufficiently comprehensive or timely.
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Collateralized Debt Obligations and Credit Risk Transfer
2007Several studies have reported how new credit risk transfer vehicles have made it easier to reallocate large amounts of credit risk from the financial sector to the non-financial sector of the capital markets. In this article, we describe one of these new credit risk transfer vehicles, the collateralized debt obligation.
Douglas Lucas +2 more
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A NOTE ON CREDIT RISK TRANSFER AND THE MACROECONOMY
Macroeconomic Dynamics, 2018The recent financial crisis highlighted the limits of the originate to distribute model of banking, but its nexus with the macroeconomy remains unexplored. I build a business cycle model with banks engaging in credit risk transfer (CRT) under informational externalities.
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'Credit Risk Transfer and the Sustainability of Housing Finance':
SSRN Electronic Journal, 2017Testimony prepared for “Sustainable Housing Finance: Private Sector Perspectives on Housing Finance Reform - Part IV” on December 6, 2017, before subcommittee on housing and insurance U.S. House of Representatives.
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Credit Risk Transfer, Credit Loss Models and Real Estate Valuations
Journal of Economics, Business and Management, 2022openaire +1 more source
Recent policy issues regarding credit risk transfer
2005Over the last decade, a variety of financial tools have been developed for transferring credit risk between financial institutions. Credit risk is defined as the risk that the value of a corporate loan (or debt obligation more generally) will decline due to a change in the borrower's ability to make payments, whether that change is an actual default or
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