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  • Search: subject:"synthetic transactions"
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Year of publication
Subject
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First Loss Position 3 Securitization 3 asset pool quality 3 collateralized debt obligations 3 synthetic transactions 3 tranching 2
Online availability
All
Free 2
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
All
Working Paper 1
Language
All
English 3
Author
All
Franke, Günter 3 Herrmann, Markus 3 Weber, Thomas 3
Institution
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Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften 1
Published in...
All
CoFE Discussion Paper 2 Working Paper Series of the Department of Economics, University of Konstanz 1
Source
All
RePEc 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Loss Allocation in Securitization Transactions
Franke, Günter; Herrmann, Markus; Weber, Thomas - Fachbereich Wirtschaftswissenschaften, Universität Konstanz - 2011
low Tobin´s Q prefer synthetic transactions. …
Persistent link: https://www.econbiz.de/10009643953
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Cover Image
Information asymmetries and securitization design
Franke, Günter; Herrmann, Markus; Weber, Thomas - 2007
The strong growth in collateralized debt obligation transactions raises the question how these transactions are designed. The originator designs the transaction so as to maximize her benefit subject to requirements imposed by investors and rating agencies. An important issue in these...
Persistent link: https://www.econbiz.de/10010267233
Saved in:
Cover Image
Information asymmetries and securitization design
Franke, Günter; Herrmann, Markus; Weber, Thomas - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2007
The strong growth in collateralized debt obligation transactions raises the question how these transactions are designed. The originator designs the transaction so as to maximize her benefit subject to requirements imposed by investors and rating agencies. An important issue in these...
Persistent link: https://www.econbiz.de/10005357880
Saved in:
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