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 …

crucial role in the success of risk management. Most companies in the past have failed due to either poor strategies or not … model. Similarly, risk management on its own cannot perform and be successful without solid corporate governance; risk … management will just slip through the cracks of poor corporate governance. Brief cases of Yes Bank, Jet Airways, and Café Coffee …

Securitization is a financial innovation that experiences a boom-bust cycle, as many other innovations before. This … paper analyzes possible reasons for the breakdown of primary and secondary securitization markets, and argues that … prevention rather than crisis management, and the objective is to restore a comprehensive incentive alignmentʺ. The toe-hold for …