The Rise and Fall of the ABS Market
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Mario Cerrato, 2010. "The rise and fall of the ABS market," Working Papers 2010_28, Business School - Economics, University of Glasgow.
References listed on IDEAS
- Innes, Robert D., 1990. "Limited liability and incentive contracting with ex-ante action choices," Journal of Economic Theory, Elsevier, vol. 52(1), pages 45-67, October.
- 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.
- Ingo Fender & Janet Mitchell, 2009. "Incentives and tranche retention in securitisation: a screening model," BIS Working Papers 289, Bank for International Settlements.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Pagès, Henri, 2013.
"Bank monitoring incentives and optimal ABS,"
Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
- Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
- Pagès, H., 2012. "Bank monitoring incentives and optimal ABS," Working papers 377, Banque de France.
- Georges Dionne & Sara Malekan, 2017.
"Optimal Form of Retention for Securitized Loans under Moral Hazard,"
Risks, MDPI, vol. 5(4), pages 1-13, October.
- Dionne, Georges & Malekan, Sara, 2015. "Optimal form of retention for securitized loans under moral hazard," Working Papers 15-4, HEC Montreal, Canada Research Chair in Risk Management.
- Benjamin Hébert, 2018.
"Moral Hazard and the Optimality of Debt,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2214-2252.
- Benjamin Hébert, 2014. "Moral Hazard and the Optimality of Debt," Working Paper 145746, Harvard University OpenScholar.
- Hebert, Benjamin, 2015. "Moral Hazard and the Optimality of Debt," Research Papers 3455, Stanford University, Graduate School of Business.
- Spiros Bougheas, 2014.
"Pooling, tranching, and credit expansion,"
Oxford Economic Papers, Oxford University Press, vol. 66(2), pages 557-579.
- Spiros Bougheas, 2012. "Pooling, Tranching and Credit Expansion," CESifo Working Paper Series 3859, CESifo.
- Spiros Bougheas, 2012. "Pooling, Tranching and Credit Expansion," Discussion Papers 12/10, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Kiff, John & Kisser, Michael, 2014.
"A shot at regulating securitization,"
Journal of Financial Stability, Elsevier, vol. 10(C), pages 32-49.
- Kiff, John & Kisser, Michael, 2011. "A Shot at Regulating Securitization," Discussion Papers 2011/7, Norwegian School of Economics, Department of Business and Management Science.
- Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 20-31.
- Ingo Fender & Janet Mitchell, 2009. "The future of securitisation: how to align incentives," BIS Quarterly Review, Bank for International Settlements, September.
- Scholz, Julia, 2011. "Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs," Discussion Papers in Business Administration 12144, University of Munich, Munich School of Management.
- Yeon‐Koo Che & Kathryn E. Spier, 2008.
"Strategic judgment proofing,"
RAND Journal of Economics, RAND Corporation, vol. 39(4), pages 926-948, December.
- Che, Yeon-Koo & Spier, Kathryn, 2006. "Strategic Judgment Proofing," MPRA Paper 6100, University Library of Munich, Germany.
- Yeon-Koo Che & Kathryn E. Spier, 2008. "Strategic Judgment Proofing," NBER Working Papers 14183, National Bureau of Economic Research, Inc.
- Fabbri, Daniela & Menichini, Anna Maria C., 2016.
"The commitment problem of secured lending,"
Journal of Financial Economics, Elsevier, vol. 120(3), pages 561-584.
- Daniela Fabbri & Annamaria Menichini, 2012. "The Commitment Problem of Secured Lending," CSEF Working Papers 318, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Calcagno, R. & Renneboog, L.D.R., 2004.
"Capital Structure and Managerial Compensation : The Effects of Renumeration Seniority,"
Discussion Paper
2004-120, Tilburg University, Center for Economic Research.
- Calcagno, R. & Renneboog, L.D.R., 2004. "Capital Structure and Managerial Compensation : The Effects of Remuneration Seniority," Other publications TiSEM afd90cc1-f881-4875-bbcd-e, Tilburg University, School of Economics and Management.
- Calcagno, R. & Renneboog, L.D.R., 2004. "Capital Structure and Managerial Compensation : The Effects of Renumeration Seniority," Other publications TiSEM 509b3b8c-a04b-42c3-8991-e, Tilburg University, School of Economics and Management.
- Calcagno, R. & Renneboog, L.D.R., 2004. "Capital Structure and Managerial Compensation : The Effects of Remuneration Seniority," Discussion Paper 2004-015, Tilburg University, Tilburg Law and Economic Center.
- Sonja Daltung & Vittoria Cerasi, 2006.
"Financial structure, managerial compensation and monitoring,"
FMG Discussion Papers
dp576, Financial Markets Group.
- Cerasi, Vittoria & Daltung, Sonja, 2006. "Financial structure, managerial compensation and monitoring," LSE Research Online Documents on Economics 24634, London School of Economics and Political Science, LSE Library.
- Cerasi, Vittoria & Daltung, Sonja, 2007. "Financial structure, Managerial Compensation and Monitoring," Working Paper Series 207, Sveriges Riksbank (Central Bank of Sweden).
- Oindrila Dey & Swapnendu Banerjee, 2014. "Status Incentives with Discrete Effort: A Note," Economics Bulletin, AccessEcon, vol. 34(2), pages 1205-1213.
- Nieken, Petra & Schmitz, Patrick W., 2012.
"Repeated moral hazard and contracts with memory: A laboratory experiment,"
Games and Economic Behavior, Elsevier, vol. 75(2), pages 1000-1008.
- Schmitz, Patrick W. & Nieken, Petra, 2011. "Repeated moral hazard and contracts with memory: A laboratory experiment," CEPR Discussion Papers 8241, C.E.P.R. Discussion Papers.
- Nieken, Petra & Schmitz, Patrick W., 2012. "Repeated moral hazard and contracts with memory: A laboratory experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 372, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Bruno Biais & Christophe Bisiere & Jean-Paul Decamps, 2000. "A Structural Econometric Investigation of the Agency Theory of Financial Structure," Econometric Society World Congress 2000 Contributed Papers 0817, Econometric Society.
- Patrick W. Schmitz, 2005.
"Allocating Control in Agency Problems with Limited Liability and Sequential Hidden Actions,"
RAND Journal of Economics, The RAND Corporation, vol. 36(2), pages 318-336, Summer.
- Schmitz, Patrick W., 2005. "Allocating control in agency problems with limited liability and sequential hidden actions," Bonn Econ Discussion Papers 27/2005, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Schmitz, Patrick W., 2005. "Allocating Control in Agency Problems with Limited Liability and Sequential Hidden Actions," CEPR Discussion Papers 5145, C.E.P.R. Discussion Papers.
- Inés Macho-Stadler & David Pérez-Castrillo, 2018.
"Moral hazard: Base models and two extensions,"
Chapters, in: Luis C. Corchón & Marco A. Marini (ed.), Handbook of Game Theory and Industrial Organization, Volume I, chapter 16, pages 453-485,
Edward Elgar Publishing.
- Inés Macho-Stadler & David Pérez-Castrillo, 2016. "Moral Hazard: Base Models and Two Extensions," Working Papers 883, Barcelona School of Economics.
- Ines Macho-Stadler & David Pérez-Castrillo, 2016. "Moral Hazard: Base Models and Two Extensions," CESifo Working Paper Series 5851, CESifo.
- Ahlin, Christian & Debrah, Godwin, 2022. "Group lending with covariate risk," Journal of Development Economics, Elsevier, vol. 157(C).
- Anton Miglo, 2006. "Property rights and earnings manipulations," Working Papers 0612, University of Guelph, Department of Economics and Finance.
- Stenzel, André, 2018. "Security design with interim public information," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 113-130.
More about this item
Keywords
Asset Backed Security; Government Policy and Regulation;JEL classification:
- G39 - Financial Economics - - Corporate Finance and Governance - - - Other
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:edn:sirdps:234. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Research Office (email available below). General contact details of provider: https://edirc.repec.org/data/sireeuk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.