Arbitraging the Basel securitization framework: Evidence from German ABS investment
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- Efing, Matthias, 2016. "Arbitraging the Basel securitization framework: Evidence from German ABS investment," ESRB Working Paper Series 22, European Systemic Risk Board.
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More about this item
Keywords
regulatory arbitrage; asset-backed securities; risk-taking; credit ratings;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2015-12-20 (Banking)
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