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Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs
Scholz, Julia - 2011
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 …
Persistent link: https://www.econbiz.de/10008903410
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Arbitraging the Basel securitization framework : evidence from German ABS investment
Efing, Matthias - 2016
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 …
Persistent link: https://www.econbiz.de/10011975264
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Arbitraging the Basel securitization framework : evidence from German ABS investment
Efing, Matthias - 2015
This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on …
Persistent link: https://www.econbiz.de/10011391709
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Arbitraging the Basel Securitization Framework : evidence from German ABS investment
Efing, Matthias - 2014
yield. Studying securitization exposures on the balance sheets of German banks, I show evidence consistent with this …
Persistent link: https://www.econbiz.de/10011293796
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Arbitraging the Basel Securitization Framework : Evidence from German Abs Investment
Efing, Matthias - 2016
This paper provides evidence for regulatory arbitrage within the class of assetbacked securities (ABS) based on …
Persistent link: https://www.econbiz.de/10012988659
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Arbitraging the Basel Securitization Framework : Evidence from German ABS Investment
Efing, Matthias - 2021
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 …
Persistent link: https://www.econbiz.de/10013248849
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An Introduction to Arbitrage Trading Strategies
Burgess, Nicholas - 2023
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 …
Persistent link: https://www.econbiz.de/10014355180
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Credit Ratings, Regulatory Arbitrage and Capital Requirements : Do Investors Strategically Allocate Bond Portfolios?
Adriaan Boermans, Martijn - 2020
This study investigates whether banks and insurance corporations perform regulatory arbitrage by buying bonds with …
Persistent link: https://www.econbiz.de/10012840987
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Securitization and Regulatory Arbitrage within the ABCT Framework
Giménez Roche, Gabriel - 2015
assets with new credit of the same type. However, arbitrage of the Basel prudential rules resulted in securitization as a …This paper aims at discussing the role of securitization in the 2008 crisis and how it links to the Austrian Business … Cycle Theory (ABCT). The argument that securitization is behind the scriptural credit creation during the boom preceding the …
Persistent link: https://www.econbiz.de/10013022744
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IPOs cycle and investment in high-tech industries
Bouis, Romain - 2003
This paper analyses the effects of the Initial Public Offering (IPO) market on real investment decisions in emerging industries. We first propose a model of IPO timing based on divergence of opinion among investors and short-sale constraints. Using a real option approach, we show that firms are...
Persistent link: https://www.econbiz.de/10010298253