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~isPartOf:"Journal of banking & finance"
~isPartOf:"Risiko-Manager"
~subject:"Credit risk"
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Search: subject_exact:"ABS (Asset-backed security)"
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Credit risk
Asset-Backed Securities
22
Asset-backed securities
22
Kreditrisiko
12
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11
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11
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9
Mortgage
9
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Rösch, Daniel
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Journal of banking & finance
Risiko-Manager
The journal of structured finance
27
Journal of financial economics
10
The journal of real estate finance and economics
9
International journal of theoretical and applied finance
8
CFS working paper series
6
The journal of fixed income
6
The review of financial studies
6
Discussion paper / Centre for Economic Policy Research
5
NBER Working Paper
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NBER working paper series
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Research paper series / Swiss Finance Institute
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Williams College Economics Department working paper series
5
Credit derivatives : the definitive guide
4
Staff reports / Federal Reserve Bank of New York
4
Swiss Finance Institute Research Paper
4
The definitive guide to CDOs : market, application, valuation and hedging
4
The handbook of structured finance
4
The journal of credit risk : published quarterly by Incisive Media
4
Working papers / Financial Institutions Center
4
Applied financial economics
3
Journal of financial intermediation
3
Journal of financial services research : JFSR
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
Review of derivatives research
3
Wiley finance
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
3
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Bundesbank Series 2 Discussion Paper
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European financial management : the journal of the European Financial Management Association
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Expansion and diversification of securitization : yearbook
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ECONIS (ZBW)
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1
Complexity and the default risk of mortgage-backed securities
Billio, Monica
;
Dufour, Alfonso
;
Segato, Samuele
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490601
Saved in:
2
Banks, non-banks, and the incorporation of local information in CMBS loan pricing
Eichholtz, Piet
;
Ongena, Steven
;
Simeth, Nagihan
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486640
Saved in:
3
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
4
The composition of CMBS risk
Christopoulos, Andreas D.
- In:
Journal of banking & finance
76
(
2017
),
pp. 215-239
Persistent link: https://www.econbiz.de/10011814330
Saved in:
5
The role of prepayment penalties in mortgage loans
Beltratti, Andrea
;
Benetton, Matteo
;
Gavazza, Alessandro
- In:
Journal of banking & finance
82
(
2017
),
pp. 165-179
Persistent link: https://www.econbiz.de/10011816797
Saved in:
6
Qualified residential mortgages and default risk
Floros, Ioannis
;
White, Joshua T.
- In:
Journal of banking & finance
70
(
2016
),
pp. 86-104
Persistent link: https://www.econbiz.de/10011635130
Saved in:
7
CDOs and the financial crisis : credit ratings and fair premia
Wojtowicz, Marcin
- In:
Journal of banking & finance
39
(
2014
),
pp. 1-13
Persistent link: https://www.econbiz.de/10010340776
Saved in:
8
A study on risk retention regulation in asset securitization process
Guo, Guixia
;
Wu, Ho-Mou
- In:
Journal of banking & finance
45
(
2014
),
pp. 61-71
Persistent link: https://www.econbiz.de/10010466677
Saved in:
9
Discretionary ratings and the pricing of subprime mortgage-backed securities
Lugo, Stefano
- In:
Journal of banking & finance
48
(
2014
),
pp. 248-260
Persistent link: https://www.econbiz.de/10010508137
Saved in:
10
Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
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