Der vorliegende Beitrag untersucht die Determinanten der Performance europäischer Arbitrage Collateralized Loan … Eigenschaften des CLO-Managers und der Transaktionscharakteristika als mögliche Einflussfaktoren der Rating Performance. Es wird … gezeigt, dass Transaktionen, bei denen dem CLO-Manager eine Incentive Management Fee gewährt wird, mit einer höheren …

This paper provides evidence for regulatory arbitrage within the class of asset-backed securities (ABS) based on … with the highest yield and the lowest collateral performance among ABS with the same regulatory risk weight. This reaching …

This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on …

yield. Studying securitization exposures on the balance sheets of German banks, I show evidence consistent with this …

This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on …

This paper provides evidence for regulatory arbitrage within the class of asset-backed securities (ABS) based on … with the highest yield and the lowest collateral performance among ABS with the same regulatory risk weight. This reaching …

credit risk transfer instrument and to increase performance, while European originators focus on regulatory capital arbitrage … and performance improvement. For German banks securitization seems to be an appropriate funding tool. The proposed … understanding for the motivation to originate securitization products is less discovered. Therefor this paper tries to identify main …

Arbitrage trading strategies are a class of trading strategies that involve buying and selling financial instruments to … take advantage of price discrepancies. The goal of arbitrage trading is to make a profit from the differences in prices … between securities or markets, without taking on significant directional risk. Arbitrage trading strategies typically rely on …

This study investigates whether banks and insurance corporations perform regulatory arbitrage by buying bonds with …