Search Results

Tranching,
Guillaume Plantin, from London School of Economics and Political Science, LSE Library (2003)

Tranching,
Guillaume Plantin, from Carnegie Mellon University, Tepper School of Business

Tranching,
Guillaume Plantin, from Financial Markets Group (2003)

Tranching and Rating,
Michael J. Brennan, Julia Hein and Ser†Huang Poon, in European Financial Management (2009)

Securitisations: tranching concentrates uncertainty,
Adonis Antoniades and Nikola Tarashev, in BIS Quarterly Review (2014)

Investors’ heterogeneity and tranching,
Frank Yong Wang, Xu Wei and Li Li, in Applied Economics (2016)

CASH‐FLOW TRANCHING AND THE MACROECONOMY,
Pedro Amaral, P. Dean Corbae and Erwan Quintin, in International Economic Review (2020)

Pooling, tranching, and credit expansion,
Spiros Bougheas, in Oxford Economic Papers (2014)

Tranching in the Syndicated Loan Market,
Douglas Cumming, J.A. McCahery and Armin Schwienbacher, from Tilburg University, Center for Economic Research (2011)
Keywords: Loan; Debt finance; Tranche; Law and finance

Optimal Security Design for Risk-Averse Investors,
Alex Gershkov, Benny Moldovanu, Philipp Strack and Mengxi Zhang, from University of Bonn and University of Mannheim, Germany (2023)
Keywords: security design, tranching

Collateral constraints, tranching, and price bases,
Feixue Gong and Gregory Phelan, in Economic Theory (2023)
Keywords: Collateral, Securitized markets, Cash-synthetic basis, Credit default swaps, Asset prices, Credit spreads

Collateral Constraints, Tranching, and Price Bases,
Feixue Gong and Gregory Phelan, from Department of Economics, Williams College (2021)
Keywords: Collateral, Securitized markets, cash-synthetic basis, credit default swaps, asset prices, credit spreads

Collateral Constraints, Tranching, and Price Bases,
Feixue Gong and Gregory Phelan, from Department of Economics, Williams College (2020)
Keywords: Collateral, securitized markets, cash-synthetic basis, credit default swaps, asset prices, credit spreads.

Portfolio Sales and Signaling,
Spiros Bougheas and Timothy Worrall, from CESifo (2017)
Keywords: securitization, skin in the game, signaling, tranching

Portfolio Sales and Signaling,
Spiros Bougheas and Timothy Worrall, from University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2017)
Keywords: Securitization, Skin in the game, Signaling, Tranching

The agency costs of tranching: Evidence from RMBS,
Sanket Korgaonkar, in Journal of Financial Intermediation (2023)
Keywords: Capital structure; Securitization; Mortgages; Asymmetric information;

Securitization of Longevity Risk Using Percentile Tranching,
Changki Kim and Yangho Choi, in Journal of Risk & Insurance (2011)

Tranching in the syndicated loan market around the world,
Douglas Cumming, Florencio Lopez- de-Silanes, Joseph A McCahery and Armin Schwienbacher, in Journal of International Business Studies (2020)
Keywords: financial contracting, tranche, syndicate, loan enforcement, liability of foreignness, multiple regression analysis

The Pooling and Tranching of Securities: A Model of Informed Intermediation,
Peter DeMarzo, in The Review of Financial Studies (2005)

Incentives and Tranche Retention in Securitisation: A Screening Model,
Janet Mitchell and Ingo Fender, from C.E.P.R. Discussion Papers (2009)
Keywords: Borrower screening; Retention requirements; Securitisation; Tranching

Capital Markets- Utility for Micro-finance,
Debasis Kumar Dash, from University Library of Munich, Germany (2010)
Keywords: Micro-Finance, Capital Markets, Securitization, Tranching

Equilibrium securitization with diverse beliefs,
Andrew Ellis, Michele Piccione and Shengxing Zhang, in Theoretical Economics (2022)
Keywords: Securitization, heterogeneous beliefs, collateral, tranching, pooling

Equilibrium securitization with diverse beliefs,
Andrew Ellis, Michele Piccione and Shengxing Zhang, from London School of Economics and Political Science, LSE Library (2022)
Keywords: securitization; heterogeneous beliefs; collateral; tranching; pooling

Equilibrium Securitization with Diverse Beliefs,
Shengxing Zhang, Andrew Ellis and Michele Piccione, from C.E.P.R. Discussion Papers (2021)
Keywords: Securitization; Heterogeneous beliefs; Collateral; Tranching; Pooling

Securitization and the dark side of diversification,
Maarten van Oordt, in Journal of Financial Intermediation (2014)
Keywords: Securitization; Diversification; Systemic risk; Risk management; Tranching;

Liquid bundles,
Emmanuel Farhi and Jean Tirole, in Journal of Economic Theory (2015)
Keywords: Liquidity; Security design; Tranching; Information acquisition;

Liquid Bundles,
Emmanuel Farhi and Jean Tirole, from Toulouse School of Economics (TSE) (2013)
Keywords: Liquidity; velocity; security design; tranching; information acquisition

Liquid Bundles,
Emmanuel Farhi and Jean Tirole, from Institut d'Économie Industrielle (IDEI), Toulouse (2013)
Keywords: Liquidity; velocity; security design; tranching; information acquisition

Incentives and tranche retention in securitisation: a screening model,
Ingo Fender and Janet Mitchell, from National Bank of Belgium (2009)
Keywords: securitisation, retention requirements, tranching, screening incentives

Optimal Security Design for Risk-Averse Investors,
Alex Gershkov, Benny Moldovanu, Philipp Strack and Mengxi Zhang, from University of Bonn and University of Cologne, Germany (2024)
Keywords: Security Design, Risk Aversion, Tranching, Pooling

Incentives and tranche retention in securitisation: a screening model,
Ingo Fender and Janet Mitchell, from Bank for International Settlements (2009)
Keywords: retention requirements, screening incentives, securitisation, tranching

Il valore economico del tranching nelle operazioni di cartolarizzazione,
Eleonora Broccardo, in Banca Impresa Società (2007)

THE CASE FOR MACRO RISK BUDGETING AND PORTFOLIO TRANCHING IN RESERVES MANAGEMENT,
Alejandro Reveiz, from Banco de la Republica (2004)

Securitisation and Tranching Longevity and House Price Risk for Reverse Mortgage Products,
Sharon S Yang, in The Geneva Papers on Risk and Insurance - Issues and Practice (2011)

The Effects of Securitization for Managing Banking Risk Using Alternative Tranching Schemes,
Pedro Cadenas and Henryk Gzyl, in JRFM (2022)
Keywords: diversification; securitization; structured finance; systemic risk

The Case for Macro Risk Budgeting and Portfolio Tranching in Reserves Management,
Alejandro Reveiz, from Banco de la Republica de Colombia (2004)

Speaking of Securitization of Financial Assets,
Munteanu Bogdan, in Ovidius University Annals, Economic Sciences Series (2017)
Keywords: asset classes, interest rates, liquidity, ratings, securitization, tranching

EXACT PRICING ASYMPTOTICS OF INVESTMENT-GRADE TRANCHES OF SYNTHETIC CDO'S: A LARGE HOMOGENEOUS POOL,
Richard B. Sowers, in International Journal of Theoretical and Applied Finance (IJTAF) (2010)
Keywords: Credit risk, rare losses, tranching, Collateralized Debt Obligations

Public debt structure and liquidity provision,
Patricia Gomez-Gonzalez, in Journal of International Economics (2019)
Keywords: Public Debt; Liquidity; Collateral Constraints; Tranching; Fiscal Capacity;

Keeping Some Skin in the Game: How to Start a Capital Market in Longevity Risk Transfers,
David Blake and Enrico Biffs, from University Library of Munich, Germany (2012)
Keywords: capital markets; longevity risk; pooling; tranching; asymmetric information

Asymmetric information and securitization design in Islamic capital markets,
Zairihan Abdul Halim, Janice How, Peter Verhoeven and M. Kabir Hassan, in Pacific-Basin Finance Journal (2020)
Keywords: Tranching; Securitization; Subordination; Sukuk; Adverse selection; Asymmetric information; Market segmentation;

Capital Structure with Information about the Upside and the Downside,
Pierre Chaigneau, from University Library of Munich, Germany (2023)
Keywords: capital structure, downside risk, security design, tranching, upside potential

Security design with interim public information,
Andre Stenzel, in Journal of Mathematical Economics (2018)
Keywords: Security design; Public information arrival; Tranching; Pecking order;

Optimal Securitization with Heterogeneous Investors,
Semyon Malamud, Huaxia Rui and Andrew B. Whinston, from Swiss Finance Institute (2010)
Keywords: securitization, tranching, heterogeneity, mortgage backed securities, asset backed securities

Disagreement and Security Design,
Martin Schmalz and Juan Ortner, from C.E.P.R. Discussion Papers (2018)
Keywords: Disagreement; Security design; Optimism; Overconfidence; Pooling; Tranching; Behavioral finance

Securitization and Asset Prices,
Yunus Aksoy and Henrique Basso, from CESifo (2015)
Keywords: pooling and tranching, equity, government bonds, bank portfolio, risk premia

Securitization and Asset Prices,
Yunus Aksoy and Henrique Basso, from Birkbeck, Department of Economics, Mathematics & Statistics (2014)
Keywords: Pooling and Tranching, Equity, Government Bonds, Bank Portfolio, Risk Premia.

Securitization and asset prices,
Yunus Aksoy and Henrique Basso, from Banco de España (2015)
Keywords: pooling and tranching, equity, government bonds, bank portfolio, risk premia

Optimality of Securitized Debt with Endogenous and Flexible Information Acquisition,
Ming Yang, from Princeton University, Department of Economics, Econometric Research Program. (2011)
Keywords: security design, endogenous and flexible information acquisition, pooling and tranching

Collateral, Financial Arrangements and Pareto Optimality,
Filippo Taddei, from Collegio Carlo Alberto (2007)
Keywords: Collateral, Pareto Optimality, Financial Arrangements, Tranching, Financial Pyramiding.

Tranching, CDS, and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes,
Ana Fostel and John Geanakoplos, in American Economic Journal: Macroeconomics (2012)

Structured Finance and the Social Contract: How Tranching Challenges Contractualist Approaches to Financial Risk,
Tobey Scharding, in Business Ethics Quarterly (2019)

Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes,
Ana Fostel and John Geanakoplos, from David K. Levine (2011)

Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes,
Ana Fostel and John Geanakoplos, from David K. Levine (2011)

Information asymmetries and securitization design,
Günter Franke, Markus Herrmann and Thomas Weber, from University of Konstanz, Center of Finance and Econometrics (CoFE) (2007)
Keywords: Securitization, collateralized debt obligations, asset pool quality, First Loss Position, synthetic transactions, tranching

Security design in non-exclusive markets with asymmetric information,
Victoria Vanasco and Vladimir Asriyan, from C.E.P.R. Discussion Papers (2020)
Keywords: Adverse selection; Security design; Non-exclusivity; Tranching; Liquidity; Securitization; transparency; Opacity; Complexity; Market design

The pricing of hedging longevity risk with the help of annuity securitizations,
Jonas Lorson and Joël Wagner, in Journal of Risk Finance (2014)
Keywords: Insurance pricing and hedging, Inverse survivor bond, Life securitization, Longevity risk, Percentile tranching, G12, G17, G22, G23

fall of AIG, the,
William K. Sjostrom, from Palgrave Macmillan (2011)
Keywords: AIG, American International Group, CDO, CDS, collateralized debt obligations, credit default swaps, derivatives, tranching

Security Design in Non-Exclusive Markets with Asymmetric Information,
Vladimir Asriyan and Victoria Vanasco, in The Review of Economic Studies (2024)
Keywords: Adverse selection, Security design, Non-exclusivity, Tranching, Liquidity, Securitization, Transparency, Complexity, Market design, Regulation

Optimal Form of Retention for Securitized Loans under Moral Hazard,
Georges Dionne and Sara Malekan, in Risks (2017)
Keywords: securitization; optimal retention; moral hazard; tranching; credit enhancement; conditional loss distribution

Securitization and optimal retention under moral hazard,
Sara Malekan and Georges Dionne, in Journal of Mathematical Economics (2014)
Keywords: Securitization; Optimal retention; Moral hazard; Principal–agent model; Tranching; Credit enhancement;

Security design in non-exclusive markets with asymmetric information,
Vladimir Asriyan and Victoria Vanasco, from Department of Economics and Business, Universitat Pompeu Fabra (2021)
Keywords: adverse slection, security design, non-exclusivity, tranching, liquidity, securitization, transparency, opacity, complexity, market design, regulation

Optimal form of retention for securitized loans under moral hazard,
Georges Dionne and Sara Malekan, from HEC Montreal, Canada Research Chair in Risk Management (2015)
Keywords: Securitization; optimal retention; moral hazard; principal-agent model; tranching; credit enhancement; conditional loss distribution.

Liquidity and the Allocation of Credit: Business Cycle, Government Debt and Financial Arrangements,
Filippo Taddei, from Collegio Carlo Alberto (2007)
Keywords: Liquidity, Collateral, Business Cycle, Government Debt, Financial Arrangements, Tranching, Financial Pyramiding.

Security Design in Non-Exclusive Markets with Asymmetric Information,
Vladimir Asriyan and Victoria Vanasco, from Barcelona School of Economics (2019)
Keywords: adverse selection, security design, non-exclusivity, tranching, liquidity, securitization, transparency, complexity, market design, Regulation

Tranched Value Securities,
Nikolay Zvezdin, from University Library of Munich, Germany (2019)
Keywords: tranched value securities; value tranching; derivatives; securitization; risk transfer; financial instrument; structured products; securities; alternative investments; financial innovation

Structural Features of Australian Residential Mortgage-backed Securities,
Karl Stacey, Ivailo Arsov and In Song Kim, in RBA Bulletin (Print copy discontinued) (2015)
Keywords: Securitisation; Residential Mortgage Backed Security; Cash Flow Waterfall; Lenders Mortgage Insurance; Credit Enhancement; Tranching; Clean-up Call; Serial Paydown; Liquidity Support; Weighted Average Life