Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Werner Osterkamp"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eccd4051fdffe97579ec4aa86c7ccffb
https://doi.org/10.2139/ssrn.4182623
https://doi.org/10.2139/ssrn.4182623
Autor:
Martin Hibbeln, Werner Osterkamp
Publikováno v:
SSRN Electronic Journal.
Based on European RMBS deals with 24 million quarterly loan observations, we examine the effect of risk retention on bank behavior. Using OLS, propensity score matching, and instrumental variable regressions, we examine why retention deals perform be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f7e20c0152bef75d4e5e99649c8b51d
https://doi.org/10.2139/ssrn.3528090
https://doi.org/10.2139/ssrn.3528090
Publikováno v:
SSRN Electronic Journal.
Based on a unique data set of European residential mortgage-backed security (RMBS) deals with 31 million quarterly loan observations, we examine how design features and labels of complex financial securities affect tranches’ spreads and loan perfor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88dbc366b55f3af0e07d14c9420c9f8e
https://doi.org/10.2139/ssrn.3598123
https://doi.org/10.2139/ssrn.3598123
Autor:
Werner Osterkamp, Martin Hibbeln
Publikováno v:
SSRN Electronic Journal.
In this paper, we examine whether investors of securitizations anticipate screening and monitoring incentives of originators. The theoretical literature suggests that retention of the first loss tranche (equity retention) leads to a maximization of s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::584cccc577b1d77faded9231e160eea2
https://doi.org/10.2139/ssrn.2112002
https://doi.org/10.2139/ssrn.2112002