An Empirical Analysis of Asset-Backed Securitization
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- Miguel Á. Peña-Cerezo & Arturo Rodríguez-Castellanos & Francisco J. Ibáñez-Hernández, 2019. "Multi-tranche securitisation structures: more than just a zero-sum game?," The European Journal of Finance, Taylor & Francis Journals, vol. 25(2), pages 167-189, January.
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More about this item
Keywords
asset securitization; asset-backed securitisation; bank lending; default risk; risk management; leveraged financing;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2008-10-28 (Corporate Finance)
- NEP-FMK-2008-10-28 (Financial Markets)
- NEP-RMG-2008-10-28 (Risk Management)
- NEP-URE-2008-10-28 (Urban and Real Estate Economics)
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