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The future of securitisation: how to align incentives. (2009). Fender, Ingo ; Mitchell, Janet.
In: BIS Quarterly Review.
RePEc:bis:bisqtr:0909e.

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Cited: 28

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Cites: 21

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Cocites: 28

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Coauthors: 0

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Citations

Citations received by this document

  1. Complexity and the default risk of mortgage-backed securities. (2023). Dufour, Alfonso ; Varotto, Simone ; Segato, Samuele ; Billio, Monica.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001917.

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  2. .

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  3. Skin-in-the-game in ABS transactions: A critical review of policy options. (2022). Wilde, Christian ; Krahnen, Jan-Pieter.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000262.

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  4. Credit Enhancement Mechanism in Loan Securitization and Its Implication to Systemic Risk. (2021). Ivanov, Katerina.
    In: Discussion Paper Series.
    RePEc:msb:wpaper:2021-01.

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  5. Do investors value frequent issuers in securitization?. (2021). Deku, Solomon ; Karimov, Nodirbek ; Kara, Alper.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:57:y:2021:i:4:d:10.1007_s11156-021-00977-2.

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  6. Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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  7. Optimal Form of Retention for Securitized Loans under Moral Hazard. (2017). Dionne, Georges ; Malekan, Sara .
    In: Risks.
    RePEc:gam:jrisks:v:5:y:2017:i:4:p:55-:d:115890.

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  8. Credit Risk Transfer and Bank Insolvency Risk. (2017). van Oordt, Maarten.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-59.

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  9. Optimal form of retention for securitized loans under moral hazard. (2015). Dionne, Georges ; Malekan, Sara .
    In: Working Papers.
    RePEc:ris:crcrmw:2015_004.

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  10. Asymmetric information in securitization: An empirical assessment. (2015). Gambacorta, Leonardo ; Albertazzi, Ugo ; Salleo, Carmelo ; Eramo, Ginette .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:71:y:2015:i:c:p:33-49.

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  11. Securitization and optimal retention under moral hazard. (2014). Dionne, Georges ; Malekan, Sara .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:55:y:2014:i:c:p:74-85.

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  12. Securitisations: tranching concentrates uncertainty. (2014). Antoniades, Adonis ; Tarashev, Nikola.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1412f.

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  13. Extending Financialisation and Increasing Fragility of the Financial System. (2013). Iancu, Aurel.
    In: Working Papers of National Institute of Economic Research.
    RePEc:ror:wpince:130307.

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  14. Optimal incentives and securitization of defaultable assets. (2013). Malamud, Semyon ; Whinston, Andrew ; Rui, Huaxia.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:1:p:111-135.

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  15. Securitization and Optimal Retention under Moral Hazard. (2012). Dionne, Georges ; Malekan, Sara .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1221.

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  16. The Macroeconomics of the Credit Crisis: In Search of Externalities for Macro Prudential Supervision. (2011). Frank A. G. den Butter, .
    In: Chapters.
    RePEc:elg:eechap:14256_10.

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  17. Institutions and Regulation for Economic Growth?. (2011). .
    In: Books.
    RePEc:elg:eebook:14256.

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  18. The value of repeat lending. (2011). Molyneux, Philip ; Kara, Alper ; Gadanecz, Blaise.
    In: BIS Working Papers.
    RePEc:bis:biswps:350.

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  19. Securitization is not that evil after all. (2011). Gambacorta, Leonardo ; Albertazzi, Ugo ; Salleo, Carmelo ; Eramo, Ginette .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_796_11.

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  20. SME Loan Securitisation – An important tool to support European SME lending. (2010). Tappi, Alessandro ; Schaber, Markus ; Kraemer-Eis, Helmut.
    In: EIF Working Paper Series.
    RePEc:zbw:eifwps:201007.

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  21. The Macroeconomics of the Credit Crisis: In Search of Externalities for Macro-Prudential Supervision. (2010). Den Butter, Frank ; Frank A. G. den Butter, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20100052.

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  22. Securitization, Social Distance, and Financial Crises. (2010). Zalewski, David.
    In: Forum for Social Economics.
    RePEc:taf:fosoec:v:39:y:2010:i:3:p:287-294.

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  23. The Industrial Organization of the U.s. Single-Family Residential Mortgage Industry. (2010). Frame, W ; White, Lawrence J.
    In: Working Papers.
    RePEc:ste:nystbu:10-11.

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  24. Securitization, Social Distance, and Financial Crises. (2010). Zalewski, David.
    In: Forum for Social Economics.
    RePEc:spr:fosoec:v:39:y:2010:i:3:p:287-294.

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  25. Financial Stability: Ten Questions and about Seven Answers. (2010). Caruana, Jaime.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2010-05.

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  26. Securitization and Compensation in Financial Institutions. (2010). Pfeil, Sebastian ; Inderst, Roman.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8089.

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References

References cited by this document

  1. ——— (2008): “Ratings in structured finance: what went wrong and what can be done to address shortcomings?”, CGFS Papers, no 32, July.
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  2. American Securitization Forum, Securities Industry and Financial Markets Association, Australian Securitisation Forum and European Securitisation Forum (2008): Restoring confidence in the securitisation markets, December.
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  3. ⎯⎯⎯ (2009): “Incentives and tranche retention in securitisation: a screening model”, BIS Working Papers, forthcoming Fender, I and M Scheicher (2009): “The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices”, BIS Working Papers, no 279; also in Applied Financial Economics, forthcoming.

  4. Bank for International Settlements (2009): 79th Annual Report, Basel, June.
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  5. BIS Quarterly Review, September 2009 43 European Parliament (2009): “Report on the proposal for a directive of the European Parliament and of the Council amending Directives 2006/48/EC and 2006/49/EC”, Session document A6-0139/2009, March.
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  6. Committee on the Global Financial System (2005): The role of ratings in structured finance: issues and implications, Bank for International Settlements, Basel, January.
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  7. DeMarzo, P (2005): “The pooling and tranching of securities: a model of informed intermediation”, Review of Financial Studies, vol 18, no 1, pp 1–35.

  8. European Central Bank (2008): The incentive structure of the “originate and distribute” model, Frankfurt, December.
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  9. European Commission (2008): Proposal for a regulation of the European Parliament and of the Council on Credit Rating Agencies, November.
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  10. Fender, I and J Mitchell (2005): “Structured finance: complexity, risk and the use of ratings”, BIS Quarterly Review, June, pp 67–79. Also published as National Bank of Belgium (2005), Financial Stability Review, June, pp 127–35.

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  13. Goldman Sachs (2009): Effective Regulation: Part 3 – Helping restore transparency, Global Markets Institute, June.
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  14. Gorton, G (2009): “Slapped in the face by the invisible hand: banking and the panic of 2007”, paper presented at the Federal Reserve Bank of Atlanta’s 2009 Financial Markets Conference, May.
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  15. Innes, R D (1990): “Limited liability and incentive contracting with ex-ante action choices”, Journal of Economic Theory, vol 52, pp 45–67.

  16. International Organization of Securities Commissions (2009): Unregulated financial markets and products, May.
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  17. Issing Committee (2008): “New financial order”, mimeo, November.
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  18. Joint Forum (2009): Stocktaking on the use of credit ratings, Basel, June.
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  19. Kiff, J and P Mills (2007): “Money for nothing and checks for free: recent developments in US subprime mortgage markets”, Working Paper WP/07/188, International Monetary Fund, July.
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  20. Mitchell, J (2005): “Financial intermediation theory and implications for the sources of value in structured finance markets”, National Bank of Belgium Working Paper, no 71.

  21. US Treasury (2009): Financial regulatory reform: a new foundation, June.
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Cocites

Documents in RePEc which have cited the same bibliography

  1. How to green the European Auto ABS market? A literature survey. (2023). Riedel, Max ; Pelizzon, Loriana ; Latino, Carmelo.
    In: SAFE Working Paper Series.
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  2. Skin-in-the-game in ABS transactions: A critical review of policy options. (2022). Wilde, Christian ; Krahnen, Jan-Pieter.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000262.

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  3. Risk transfer and moral hazard: An examination on the market for insurance-linked securities. (2020). Gurtler, Marc ; Gotze, Tobias.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:180:y:2020:i:c:p:758-777.

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  4. Barriers and drivers for technology commercialization by SMEs in the Dutch sustainable energy sector. (2019). Romme, Georges ; Huijben, J. C. C. M., ; Meijer, L. L. J., ; Romme, A. G. L., ; Romme,A. G. L., ; van Boxstael, A.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:112:y:2019:i:c:p:114-126.

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  5. Moral Hazard and the Optimality of Debt. (2018). Hebert, Benjamin.
    In: Review of Economic Studies.
    RePEc:oup:restud:v:85:y:2018:i:4:p:2214-2252..

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  6. Portfolio Sales and Signaling. (2017). Worrall, Timothy ; Bougheas, Spiros.
    In: Discussion Papers.
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  7. Optimal Form of Retention for Securitized Loans under Moral Hazard. (2017). Dionne, Georges ; Malekan, Sara .
    In: Risks.
    RePEc:gam:jrisks:v:5:y:2017:i:4:p:55-:d:115890.

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  8. Portfolio Sales and Signaling. (2017). Worrall, Timothy ; Bougheas, Spiros.
    In: CESifo Working Paper Series.
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  9. Optimal form of retention for securitized loans under moral hazard. (2015). Dionne, Georges ; Malekan, Sara .
    In: Working Papers.
    RePEc:ris:crcrmw:2015_004.

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  10. Securitization under Asymmetric Information over the Business Cycle. (2015). Kuncl, Martin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:15-9.

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  11. Securitization and optimal retention under moral hazard. (2014). Dionne, Georges ; Malekan, Sara .
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:55:y:2014:i:c:p:74-85.

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  12. A study on risk retention regulation in asset securitization process. (2014). Wu, Ho-Mou.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:45:y:2014:i:c:p:61-71.

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  13. Rethinking the regulatory treatment of securitization. (2014). Rochet, Jean ; CERASI, VITTORIA.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:10:y:2014:i:c:p:20-31.

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  14. Securitization, Risk-Taking and the Option to Change Strategy. (2014). Order, Robert ; Lai, Rose Neng.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:2:p:343-362.

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  15. Bank monitoring incentives and optimal ABS. (2013). Pagès, Henri ; Pages, Henri .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:1:p:30-54.

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  16. Retained interests in securitisations and implications for bank solvency. (2013). Casu, Barbara ; Sarkisyan, Anna .
    In: Working Paper Series.
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  17. Securitization. (2012). Metrick, Andrew ; Gorton, Gary.
    In: NBER Working Papers.
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  18. Loan Sales and Screening Incentives. (2012). Gehrig, Thomas ; Bester, Helmut ; Stenbacka, Rune.
    In: CEPR Discussion Papers.
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  19. Pooling, Tranching and Credit Expansion. (2012). Bougheas, Spiros.
    In: CESifo Working Paper Series.
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  20. Bank monitoring incentives and optimal ABS. (2012). Pagès, Henri.
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  21. Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs. (2011). Scholz, Julia .
    In: Discussion Papers in Business Administration.
    RePEc:lmu:msmdpa:12144.

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  22. Germany; Technical Note on the Future of German Mortgage-Backed Covered Bond (PF and Brief) and Securitization Markets. (2011). International Monetary Fund, .
    In: IMF Staff Country Reports.
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  23. A Shot at Regulating Securitization. (2011). Kiff, John ; Kisser, Michael .
    In: Discussion Papers.
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  24. Is There a Future for Fair Value Accounting After the 2008–2009 Financial Crisis?. (2010). Jaggi, Bikki ; Lee, Cheng-Few ; Winder, James P.
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  25. The Rise and Fall of the ABS Market. (2010). cerrato, mario.
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  26. The risk of relying on reputational capital: a case study of the 2007 failure of New Century Financial. (2009). Frankel, Allen B.
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  27. The future of securitisation: how to align incentives. (2009). Fender, Ingo ; Mitchell, Janet.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:0909e.

    Full description at Econpapers || Download paper

  28. Pooling, Tranching and Credit Expansion. (). Bougheas, Spiros.
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