economic effects of mortgage securitization. We also assemble descriptive statistics about market size, growth, security … the MBS market and mortgage securitization …

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

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 …

Lack of transparency in securitization transactions significantly contributed to the severe financial crisis of … participants at each stage of the securitization process to obtain easily full information about the underlying original risks and … considerably enhance transparency in securitization transactions at the expense of some transaction costs, while reducing the need …

securitization or if they choose vertical slice retention instead of retaining the equity tranche. Moreover, the relevance of credit …

via early warning systems. We analyzed the performance of structured finance ratings and structured finance issuance … theoretical models and a survey of institutions involved in securitization. With the conclusions of this analysis we evaluate the …

. The securitization market dried up because this financial instrument was no longer trusted. At the time, no one thought … securitizations had any future as a financial innovation. However, just three years after the financial meltdown, the securitization …

. Recent research has used variation induced by these rules to investigate the connection between securitization and lender … moral hazard problem posed by securitization. …