Table of contents - Special Issue: Securitization: Catalyst or Solution to the Financial Crisis?
Back to the future: 900 years of securitization
Bonnie BuchananBefore the 2007 financial crisis, securitized products accounted for half the credit market. Once regarded as one of the biggest financial innovations of the last century…
Self-reporting under SEC Reg AB and transparency in securitization: Evidence from loan-level disclosure of risk factors in RMBS deals
Joseph R. Mason, Michael B. Imerman, Hong LeeThe purpose of this paper is to illustrate the limitations and potential bias in securitized residential mortgage data and examine the importance of such data issues for typical…
The pricing of hedging longevity risk with the help of annuity securitizations: An application to the German market
Jonas Lorson, Joël WagnerThe purpose of this paper is to develop a model to hedge annuity portfolios against increases in life expectancy. Across the globe, and in the industrial nations in particular…
The use and determinants of credit derivatives in Italian banks
Eleonora Broccardo, Maria Mazzuca, Elmas YaldizThis paper aims to answer the following research questions: To what extent do banks use credit derivatives (CDs)? What are the differences between users and non-users? What are…
Executive compensation and securitization: pre-and post-crisis
Elizabeth Cooper, Andrew KishThe purpose of this paper is to study bank executive compensation and securitization, two important strategic developments in finance that are central to the debate on the cause…
Securitization and Italian banks’ risk during the crisis
Francesca Battaglia, Maria MazzucaThe purpose of this study was to examine the 2007-2009 financial crisis to analyze how securitization relates to the Italian bank risk profile, both in terms of credit and…
ISSN:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza