An analytical review of credit risk tranfer instruments
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- John Kiff & François-Louis Michaud & Janet Mitchell, 2003. "An Analytical Review of Credit Risk Transfer Instruments," Financial Stability Review, National Bank of Belgium, vol. 1(1), pages 125-150, June.
References listed on IDEAS
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Citations
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Cited by:
- Ingo Fender & Janet Mitchell, 2009.
"Incentives and tranche retention in securitisation: a screening model,"
BIS Working Papers
289, Bank for International Settlements.
- Mitchell, Janet & Fender, Ingo, 2009. "Incentives and Tranche Retention in Securitisation: A Screening Model," CEPR Discussion Papers 7483, C.E.P.R. Discussion Papers.
- Ingo Fender & Janet Mitchell, 2009. "Incentives and tranche retention in securitisation : a screening model," Working Paper Research 177, National Bank of Belgium.
- Calice, Giovanni & Ioannidis, Christos, 2012. "An empirical analysis of the impact of the credit default swap index market on large complex financial institutions," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 117-130.
- Parlour, Christine A. & Winton, Andrew, 2013. "Laying off credit risk: Loan sales versus credit default swaps," Journal of Financial Economics, Elsevier, vol. 107(1), pages 25-45.
- Goderis, Benedikt & Wagner, Wolf, 2009. "Credit Derivatives and Sovereign Debt Crises," MPRA Paper 17314, University Library of Munich, Germany.
- Nancy Masschelein, 2007. "Monitoring pro-cyclicality under the capital requirements directive : preliminary concepts for developing a framework," Working Paper Document 120, National Bank of Belgium.
- Wagner, Wolf & Marsh, Ian W., 2006. "Credit risk transfer and financial sector stability," Journal of Financial Stability, Elsevier, vol. 2(2), pages 173-193, June.
- Vanessa Redak & Eleonora Weiss, 2004. "Innovative Credit Risk Transfer Instruments and Financial Stability in Austria," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 7, pages 64-76.
- Bengtsson, E., 2013. "Fund Management and Systemic Risk - Lessons from the Global Financial Crisis," CITYPERC Working Paper Series 2013-06, Department of International Politics, City University London.
- Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 20-31.
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