Asset portfolio securitizations and cyclicality of regulatory capital
Year of publication: |
2014
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Authors: | Lützenkirchen, Kristina ; Rösch, Daniel ; Scheule, Harald |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 237.2014, 1 (16.8.), p. 289-302
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Subject: | Asset-backed security | Economic downturn | Impairment | Regulation | Regulatory capital | Mortgage-backed security | Verbriefung | Securitization | Asset-Backed Securities | Asset-backed securities | Hypothek | Mortgage | Basler Akkord | Basel Accord | Portfolio-Management | Portfolio selection | Konjunktur | Business cycle | Kreditrisiko | Credit risk | Regulierung | Bankenregulierung | Bank regulation | Finanzmarktregulierung | Financial market regulation |
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