Primary yield and multitranche structure in securitization issues: Explicative factors. A review

Autor: Miguel Á. Peña-Cerezo, Arturo Rodríguez-Castellanos, Francisco J. Ibáñez-Hernández

Publikováno v: European Research on Management and Business Economics, Vol 22, Iss 3, Pp 111-116 (2016)

The reasons for the strong rise in the securitization phenomenon up until the start of the “subprime crisis” need to be analysed. According to many authors, they mainly stem from its offering the possibility of generating fixed yield securities w

Externí odkaz: https://doaj.org/article/8a2c57eb5f224c10b67f3de68f039ff2

Corporate governance and procyclicality in a banking crisis: Empirical evidence and implications

Autor: Andrés Araujo-de-la-Mata, Francisco J. Ibáñez-Hernández, Miguel A. Peña-Cerezo

Publikováno v: Finance Research Letters. 30:271-275

This paper presents our analysis of a complete financial data set on the population of Spanish deposit institutions for the last credit cycle. This information is combined with details about the characteristics of the corporate governance of the bank

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2d314fc597f5c502abcf3a9db3f29f0f
https://doi.org/10.1016/j.frl.2018.10.011

Primary yield and multitranche structure in securitization issues: Explicative factors. A review

Autor: Francisco J. Ibáñez-Hernández, Arturo Rodríguez-Castellanos, Miguel A. Peña-Cerezo

Publikováno v: European Research on Management and Business Economics, Vol 22, Iss 3, Pp 111-116 (2016)
Scipedia Open Access
Scipedia SL

The reasons for the strong rise in the securitization phenomenon up until the start of the “subprime crisis” need to be analysed. According to many authors, they mainly stem from its offering the possibility of generating fixed yield securities w

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f819d4fbbad04dd114b8dade80ad497f
http://www.sciencedirect.com/science/article/pii/S1135252315000398

Los determinantes de la rentabilidad primaria de los bonos de titulización hipotecaria: la influencia de las estructuras multitramo

Autor: Miguel A. Peña-Cerezo, Arturo Rodríguez-Castellanos, Francisco J. Ibáñez-Hernández

Publikováno v: Innovar: Revista de Ciencias Administrativas y Sociales, Vol 24, Iss 51, Pp 127-142 (2013)
Repositorio UN
Universidad Nacional de Colombia
instacron:Universidad Nacional de Colombia

Este artículo analiza los determinantes de la rentabilidad primaria de los bonos de titulización hipotecaria (conocidos en la literatura como mortgage backed securities, o MBS) emitidos en España durante el periodo 1993-2011, periodo en el que el

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::17a66228fc85efb7f97036d94dd4a43b
https://doi.org/10.15446/innovar.v24n51.41538

Does rating shopping exist in spanish securitization issues?

Autor: Miguel Á. Peña Cerezo, Arturo Rodríguez Castellanos, Francisco J. Ibáñez Hernández

Publikováno v: Management Letters/Cuadernos de Gestión, Vol 15, Iss 1, Pp 119-144 (2015)

Debt issue credit ratings can lead to conflicts of interest as the issuer itself is entrusted with contracting and compensating the rating agency. Into the bargain, the credit rating agency may be involved in designing the issues that the same agency

Externí odkaz: https://doaj.org/article/4ea140f8298e4f9cb4ebc997e3845de2