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Asymmetric information in securitization: An empirical assessment

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Cited by:

  1. Yener Altunbas & Michiel van Leuvensteijn & David Marques-Ibanez, 2013. "Competition And Bank Risk: The Role Of Securitization And Bank Capital," Working Papers 13005, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  2. Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2018. "Asymmetric Information and Imperfect Competition in Lending Markets," American Economic Review, American Economic Association, vol. 108(7), pages 1659-1701, July.
  3. Bindseil, Ulrich & Corsi, Marco & Sahel, Benjamin & Visser, Ad, 2017. "The Eurosystem collateral framework explained," Occasional Paper Series 189, European Central Bank.
  4. Götze, Tobias & Gürtler, Marc, 2020. "Risk transfer and moral hazard: An examination on the market for insurance-linked securities," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 758-777.
  5. Alper Kara & David Marques‐Ibanez & Steven Ongena, 2019. "Securitization and credit quality in the European market," European Financial Management, European Financial Management Association, vol. 25(2), pages 407-434, March.
  6. van der Plaat, Mark T., 2021. "How to Measure Securitization: A Structural Equation Approach," MPRA Paper 109735, University Library of Munich, Germany.
  7. Ambrose, Brent W. & Coulson, N. Edward & Yoshida, Jiro, 2018. "Reassessing Taylor rules using improved housing rent data," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 243-257.
  8. Elizabeth C. Klee & Chaehee Shin, 2020. "Post-crisis Signals in Securitization: Evidence from Auto ABS," Finance and Economics Discussion Series 2020-042, Board of Governors of the Federal Reserve System (U.S.).
  9. Jedidi, Helmi & Dionne, Georges, 2019. "Nonparametric testing for information asymmetry in the mortgage servicing market," Working Papers 19-1, HEC Montreal, Canada Research Chair in Risk Management, revised 28 Oct 2019.
  10. Chao Ma & Hao Zhang & Hongbiao Zhao, 2023. "Securitization of assets with payment delay risk: A financial innovation in the real estate market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 480-515, April.
  11. Klein, Philipp & Mössinger, Carina & Pfingsten, Andreas, 2021. "Transparency as a remedy for agency problems in securitization? The case of ECB’s loan-level reporting initiative," Journal of Financial Intermediation, Elsevier, vol. 46(C).
  12. Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016. "Securitization and lending standards: Evidence from the European wholesale loan market," Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.
  13. Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and Credit Quality," International Finance Discussion Papers 1148, Board of Governors of the Federal Reserve System (U.S.).
  14. Fabio Panetta & Alberto Franco Pozzolo, 2018. "Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period," Temi di discussione (Economic working papers) 1183, Bank of Italy, Economic Research and International Relations Area.
  15. Amzallag, Adrien & Calza, Alessandro & Georgarakos, Dimitris & Sousa, João, 2019. "Monetary policy transmission to mortgages in a negative interest rate environment," Working Paper Series 2243, European Central Bank.
  16. Boesel, Nils & Kool, Clemens & Lugo, Stefano, 2018. "Do European banks with a covered bond program issue asset-backed securities for funding?," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 76-87.
  17. Wengerek, Sascha Tobias & Hippert, Benjamin & Uhde, André, 2022. "Risk allocation through securitization: Evidence from non-performing loans," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 48-64.
  18. Gary B. Gorton, 2016. "The History and Economics of Safe Assets," NBER Working Papers 22210, National Bureau of Economic Research, Inc.
  19. Ugo Albertazzi & Margherita Bottero & Leonardo Gambacorta & Steven Ongena, 2016. "Asymmetric information and the securitization of SME loans," Temi di discussione (Economic working papers) 1091, Bank of Italy, Economic Research and International Relations Area.
  20. Eichholtz, Piet & Ongena, Steven & Simeth, Nagihan & Yönder, Erkan, 2023. "Banks, non-banks, and the incorporation of local information in CMBS loan pricing," Journal of Banking & Finance, Elsevier, vol. 154(C).
  21. Marqués-Ibáñez, David, 2017. "Securitisation, credit risk and lending standards revisited," Research Bulletin, European Central Bank, vol. 32.
  22. Xueer Chen & Chao Wang, 2021. "Information Disclosure in China’s Rising Securitization Market," IJFS, MDPI, vol. 9(4), pages 1-29, December.
  23. Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.
  24. van der Plaat, Mark & Spierdijk, Laura, 2020. "Recourse, asymmetric information, and credit risk over the business cycle," MPRA Paper 104718, University Library of Munich, Germany.
  25. Ma, Chao, 2020. "Per-customer quantity limit and price discrimination: Evidence from the U.S. residential mortgage market," International Journal of Industrial Organization, Elsevier, vol. 70(C).
  26. Nils Boesel & C.J.M. Kool & S. Lugo, 2016. "Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding?," Working Papers 16-03, Utrecht School of Economics.
  27. Bayeh, Antonio & Bitar, Mohammad & Burlacu, Radu & Walker, Thomas, 2021. "Competition, securitization, and efficiency in US banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 553-576.
  28. Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
  29. Gaudêncio, João & Mazany, Agnieszka & Schwarz, Claudia, 2019. "The impact of lending standards on default rates of residential real estate loans," Occasional Paper Series 220, European Central Bank.
  30. Jorge E. Galán & Matías Lamas, 2019. "Beyond the LTV ratio: new macroprudential lessons from Spain," Working Papers 1931, Banco de España.
  31. Altunbas, Yener & Marques-Ibanez, David & van Leuvensteijn, Michiel & Zhao, Tianshu, 2022. "Market power and bank systemic risk: Role of securitization and bank capital," Journal of Banking & Finance, Elsevier, vol. 138(C).
  32. Deku, Solomon Y. & Kara, Alper & Zhou, Yifan, 2019. "Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 245-254.
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