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Year of publication
Subject
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Pfandbrief 273 Covered bond 229 Deutschland 93 Germany 72 Hypothek 54 Mortgage 52 Public bond 48 Öffentliche Anleihe 48 EU countries 41 EU-Staaten 41 Anleihe 39 Bond 38 USA 36 Bond market 35 Rentenmarkt 35 Securitization 35 Verbriefung 35 Asset-Backed Securities 30 Asset-backed securities 30 Credit risk 29 Kreditrisiko 29 United States 29 Theorie 22 Theory 22 Hypothekenbank 19 Portfolio selection 18 Portfolio-Management 18 Risiko 18 Risk 18 covered bonds 18 Immobilienfinanzierung 15 Real estate finance 15 Yield curve 13 Zinsstruktur 13 Estimation 12 Europa 12 Financial crisis 12 Finanzkrise 12 Schätzung 12 Bank 11
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Online availability
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Free 67 Undetermined 34
Type of publication
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Book / Working Paper 166 Article 107 Journal 6
Type of publication (narrower categories)
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Article in journal 79 Aufsatz in Zeitschrift 79 Graue Literatur 55 Non-commercial literature 55 Working Paper 31 Arbeitspapier 29 Aufsatz im Buch 26 Book section 26 Hochschulschrift 15 Gesetz 9 Law 9 Dissertation u.a. Prüfungsschriften 7 Thesis 6 Collection of articles of several authors 4 Sammelwerk 4 Amtsdruckschrift 3 Government document 3 Market information 3 Marktinformation 3 Annual report 2 Jahresbericht 2 Konferenzschrift 2 Lehrbuch 2 Quelle 2 Advisory report 1 Aufsatzsammlung 1 Conference proceedings 1 Gesetzesmaterialien 1 Gutachten 1 Handbook 1 Handbuch 1 No longer published / No longer aquired 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 157 German 97 Undetermined 13 Russian 5 Polish 4 Hungarian 2 Czech 1 French 1 Croatian 1 Slovak 1 Spanish 1 Swedish 1
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Author
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Stürner, Rolf 8 Arif, Ahmed 7 Fabozzi, Frank J. 7 Stöcker, Otmar M. 6 Vickery, James 6 Vonhoff, Volker 6 Grothe, Magdalena 5 Prokopczuk, Marcel 5 Campbell, John Y. 4 Fuster, Andreas 4 Gyntelberg, Jacob 4 Hies, Michael 4 Larsson, Carl F. 4 Lucca, David O. 4 Maurer, Raimond 4 Stadler, Astrid 4 Steffan, Franz 4 Wandschneider, Kirsten 4 Bauersfeld, Tanja 3 Beirne, John 3 Boehme, Achim 3 Carbo-Valverde, Santiago 3 Crimmann, Wolfgang 3 Dalitz, Lars 3 Dick-Nielsen, Jens 3 Gürtler, Marc 3 Knüfermann, Markus 3 Kronenberg, Sven 3 Manganelli, Simone 3 Markmann, Holger 3 Neelmeier, Philipp 3 Rodriguez-Fernandez, Francisco 3 Rosen, Richard J. 3 Sangill, Thomas 3 Surti, Jay 3 Avesani, Renzo G. 2 Basse, Tobias 2 Beran, Jan 2 Berg, Jesper 2 Bhanot, Karan 2
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Institution
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Verband Deutscher Pfandbriefbanken 12 Verband Deutscher Hypothekenbanken 9 National Bureau of Economic Research 3 Springer Fachmedien Wiesbaden 3 Aareal-Bank 1 Australian Securitisation Forum 1 DePfa-Gruppe <Wiesbaden> 1 Den Danske Bank 1 Deutschland <Bundesrepublik> / Bundesminister der Finanzen 1 Eric Cuvillier <Firma> 1 FOM Forschungsforum Finance <6., 2014, Berlin> 1 FOM-Hochschule für Oekonomie & Management 1 Großbritannien / Treasury 1 International Monetary Fund 1 Internationaler Währungsfonds / Monetary and Capital Markets Department 1 Schweizerisches Institut für Banken und Finanzen <Sankt Gallen> 1 Symposium zur Bankengeschichte <23, 2000, Frankfurt, Main> 1 Technische Universität Braunschweig 1
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Published in...
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Schriftenreihe des Verbandes Deutscher Pfandbriefbanken 8 Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse 8 Schriftenreihe des Verbandes Deutscher Hypothekenbanken 7 Working paper / National Bureau of Economic Research, Inc. 6 Die Bank 5 SpringerLink / Bücher 5 The journal of structured finance 5 The journal of fixed income 4 Bank- und finanzwirtschaftliche Forschungen 3 Grundlagen der Schiffsfinanzierung ; Band 2 3 NBER working paper series 3 BIS Working Paper 2 Bankszemle : a bankok és a pénzintézetek szakfolyóirata 2 Discussion papers / CEPR 2 Euromoney encyclopedia of debt finance 2 Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement 2 IMF working paper 2 IMF working papers 2 Journal of economic policy reform 2 Journal of empirical finance 2 NBER Working Paper 2 Neue betriebswirtschaftliche Studienbücher 2 Occasional paper series / European Central Bank 2 Revue bancaire et financière 2 Schriftenreihe des Verbandes deutscher Hypothekenbanken 2 Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe 2 Staff reports / Federal Reserve Bank of New York 2 Taschenbücher für Geld, Bank und Börse 2 Taschenbücher für Geld, Bank und Börse : GBB 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 The real estate finance journal 2 Wissenschaftliche Beiträge aus dem Tectum Verlag / Reihe Wirtschaftswissenschaften 2 Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften 2 Aktuelle Themen : Deutschland, Europa, international 1 Application of operations research to financial markets 1 Bank i kredyt / Polnische Ausgabe 1 Bankhistorisches Archiv / Beihefte : Zeitschr. zur Bankengeschichte 1 Bundesgesetzblatt 1 Business, economics, and law 1 C.D. Howe Institute ebrief 214 1
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Source
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ECONIS (ZBW) 242 USB Cologne (EcoSocSci) 33 EconStor 2 RePEc 2
Showing 1 - 50 of 279
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Public-private co-regulation in the making of the capital markets union
Montalbano, Giuseppe - In: Journal of economic policy reform 26 (2023) 2, pp. 199-215
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of mortgage securitization. We also assemble...
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of mortgage securitization. We also assemble...
Persistent link: https://ebtypo.dmz1.zbw/10013168786
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Norway: covered bond swap program
Fulmer, Sean - In: The journal of financial crises 4 (2022) 2, pp. 949-968
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Norway : Covered Bond Swap Program
Fulmer, Sean - 2022
As the Global Financial Crisis spread, liquidity strains appeared in Norwegian money markets, limiting banks from accessing high-quality and long-term financing. In response, on October 24, 2008, the Norwegian government authorized a Norwegian krone (NOK) 350 billion (USD 50 billion) covered...
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Covered bonds and bank portfolio rebalancing
Cao, Jin; Juelsrud, Ragnar Enger; Sondershaus, Talina - 2021
We use administrative and supervisory data at the bank and loan level to investigate the impact of the introduction of covered bonds on the composition of bank balance sheets and bank risk. Covered bonds, despite being collateralized by mortgages, lead to a shift in bank lending from mortgages...
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Does Asset Encumbrance Affect Bank Risk? Evidence from Covered Bonds
Garcia-Appendini, Emilia; Gatti, Stefano; Nocera, Giacomo - 2021
Theories suggest that asset encumbrance, the ring-fencing of certain assets for protected debtholders, can affect banks’ risk taking and lead to funding instability. We test these hypotheses using a unique, hand-collected dataset on outstanding covered bonds issued by a sample of listed...
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Rethinking Regulatory Treatment of Securitisation and Covered Bonds
Arif, Ahmed - 2021
Regulations for securitization have been subject to wide-spread criticism continuously. Before the global financial crisis, they were blamed for creating perverse incentives for banks and after the crisis, they are blamed for punitive treatment to the securitization market. Covered Bonds share...
Persistent link: https://ebtypo.dmz1.zbw/10013233189
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Covered bonds and bank portfolio rebalancing
Cao, Jin; Juelsrud, Ragnar Enger; Sondershaus, Talina - 2021
We use administrative and supervisory data at the bank and loan level to investigate the impact of the introduction of covered bonds on the composition of bank balance sheets and bank risk. Covered bonds, despite being collateralized by mortgages, lead to a shift in bank lending from mortgages...
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Persistent link: https://ebtypo.dmz1.zbw/10012649917
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Are covered bonds different from securitization bonds? : a comparative analysis of credit spreads
Correia, Mafalda C.; Pinto, João M. - In: European financial management : the journal of the … 29 (2023) 3, pp. 841-900
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - In: Research handbook of financial markets, (pp. 331-357). 2023
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Does asset encumbrance affect bank risk? : evidence from covered bonds
Garcia-Appendini, Emilia; Gatti, Stefano; Nocera, Giacomo - In: Journal of banking & finance 146 (2023), pp. 1-18
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Risk characteristics of covered bonds : monitoring beyond ratings
Grothe, Magdalena; Zeyer, Jana - 2020
This paper proposes a set of indicators relevant for the risk characteristics of covered bonds, as based on granular publicly available transparency data. The indicators capture various aspects of cash flow risks related to the issuer, the cover pool and the payment structure. They offer unified...
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Are covered bonds different from securitization bonds? A comparative analysis of credit spreads
Pinto, João - 2020
This study compares credit spreads and the pricing of securitization and covered bonds. Using a sample of 18,309 bonds issued by European banks in the 2000-2016 period, we find that asset-backed securities (ABS), mortgage-backed securities (MBS), public covered bonds (PCB), and mortgage covered...
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Using supra-covered bonds to enhance liquidity in the euro area : assessment of advantages for the banking sector
Salto, Matteo; Zedda, Stefano; Zeugner, Stefan - In: Journal of risk and financial management : JRFM 13 (2020) 12/293, pp. 1-10
The discussion on the necessity of a larger volume of very highly quality liquid assets (VHQLA) in the euro area has been very extensive. The debate on expanding the pool of comparable euro area assets focuses on "safe assets", often on various combinations of government bonds, most of which...
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Risk Characteristics of Covered Bonds : Monitoring Beyond Ratings
Grothe, Magdalena - 2020
This paper proposes a set of indicators relevant for the risk characteristics of covered bonds, as based on granular publicly available transparency data. The indicators capture various aspects of cash flow risks related to the issuer, the cover pool and the payment structure. They offer unified...
Persistent link: https://ebtypo.dmz1.zbw/10012836662
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Securitization, covered bonds and the risk taking behavior of european banks
Bottazzi, Laura; Arif, Ahmed; Pastorello, Sergio - 2022
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
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Effects of Securitisation and Covered Bonds on Bank Stability
Arif, Ahmed - 2019
This paper empirically investigates the relationship of securitization and covered bonds with bank stability and highlights that this relation varies with the level of a bank's involvement in a specific instrument. The study uses the data from 46 securitizing and covered bond issuing listed...
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Deciphering securitisation and covered bonds : economic analysis and regulations
Arif, Ahmed - 2018
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Peas in a pod? : comparing the U.S. and Danish mortgage finance systems
Berg, Jesper; Bækmand Nielsen, Morten; Vickery, James - 2018
Like the United States, Denmark relies heavily on capital markets for funding residential mortgages, and the Danish covered bond market bears a number of similarities to U.S. agency securitization. In this paper we describe the key features of the Danish mortgage finance system and compare and...
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Sovereign Market Tensions and Covered Bond Issuances
Arnal, Judith - 2018
The purpose of this paper is to test whether tensions in the sovereign of the 5 largest euro area Member States had an impact on the funding sources of the most relevant banks based in these Member States and more specically, on the issuance of covered bonds. This could constitute additional...
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Peas in a pod? Comparing the U.S. and Danish mortgage finance systems
Berg, Jesper; Bækmand Nielsen, Morten; Vickery, James - 2018
Like the United States, Denmark relies heavily on capital markets for funding residential mortgages, and the Danish covered bond market bears a number of similarities to U.S. agency securitization. In this paper we describe the key features of the Danish mortgage finance system and compare and...
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Risk assessment of covered bonds in the international secondary market : an empirical analysis
Neelmeier, Philipp - 2018 - 1. Auflage
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The concept of Mortgage Lending Value in the UK property industry
Klann, Ralf J. - 2018
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Modelling german covered vonds
Spangler, Manuela - 2018
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Persistent link: https://ebtypo.dmz1.zbw/10011918010
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Covered Bonds under Unconventional Monetary Policy
Markmann, Holger - 2018
Holger Markmann studies covered bonds and their market behaviour upon the announcement and implementation of outright covered bond purchases by the eurosystem. After introducing the covered bond market, its reaction to the global financial crisis, and the functionality of unconventional monetary...
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Covered bonds under unconventional monetary policy
Markmann, Holger - 2018
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Tracing European structured finance counterparty networks
Amzallag, Adrien; Blau, Maximilian L. - 2017
Asset-backed securities (ABSs) and covered bonds (CBs) are structured finance instruments that require a range of key services, which may be provided by many firms. However, despite the prevalence of structured finance instruments in Europe, the network between issuers and service providers has...
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Securitisation, Covered Bonds and Credit Risk Taking Behaviour of Banks
Arif, Ahmed - 2017
This study empirically investigates the effects of securitisation and covered bonds on credit risk-taking behaviour of banks using data of 253 banks from 7 European countries for the period 2000-2014. The study uses the covariate balancing propensity score with difference-in-difference for the...
Persistent link: https://ebtypo.dmz1.zbw/10012948311
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Regulations for Securitisation and Covered Bonds : Too Much or Too Little
Arif, Ahmed - 2017
This study analyses the most important regulations for asset-backed securities and covered bonds devised after the global financial crisis in Europe. The study presents three perspectives of these regulations. It discusses the premises and context of these regulations and highlights the...
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Pfandbriefe als Erscheinungsform gedeckter Wertpapiere in Deutschland
Kronenberg, Sven - 2017
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Collateral affects return risk : evidence from the euro bond market
Helberg, Stig; Lindset, Snorre - In: Financial markets and portfolio management 34 (2020) 1, pp. 99-128
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Effects of securitization and covered bonds on bank stability
Arif, Ahmed - In: Research in international business and finance 53 (2020), pp. 1-19
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Rola listów zastawnych w zwiększaniu stabilności polskiego systemu finansowego
Dżuryk, Andrzej - 2020
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Highly liquid mortgage bonds using the match funding principle
Dick-Nielsen, Jens; Gyntelberg, Jacob - In: The quarterly journal of finance 10 (2020) 1, pp. 1-37
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Distributed Ledger-Anwendungen im Unternehmensfinanzierungs- und Covered Bond-Bereich : wie Distributed Ledger Technologien die Rolle von Banken verändern
Rühmann, Karsten - In: Corporate finance : Finanzierung, Kapitalmarkt, … 11 (2020) 11/12, pp. 322-327
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Seasonal liquidity effects and their determinants on the covered bond market
Weigerding, Michael - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 288-303
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Covered Bond Models in Europe – Legal Conflict between Secured Bonds and Deposits Regarding Insolvency Remoteness and Bail-In
Stoecker, Otmar - 2016
Since the mid-90s and especially since 2007, there has been a tremendous revival of “Covered Bonds” in Europe, partly fostered by the financial crisis, because Covered Bonds proved to be a reliable funding source during the financial crisis. Long-term Covered bonds are complementary...
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Fitting a Distribution to Value-at-Risk and Expected Shortfall, with an Application to Covered Bonds
Tasche, Dirk - 2016
Covered bonds are a specific example of senior secured debt. If the issuer of the bonds defaults the proceeds of the assets in the cover pool are used for their debt service. If in this situation the cover pool proceeds do not suffice for the debt service, the creditors of the bonds have...
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Are Covered Bonds a Substitute for Mortgaged-Back Securities?
Carbo-Valverde, Santiago - 2016
Covered bonds and mortgage-backed securities both allow mortgages to be financed with duration-matched bonds. Given the problems in the MBS market during the financial crisis, some suggest that CB might be a substitute for MBS. We examine the use of CB and MBS in the U.S. and Europe, finding...
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Household Debt & Covered Bonds
Choi, Gongpil - 2016
Korean household debt, which has been trending conspicuously higher since 2005, has become biased towards falling asset prices. Total household debt, which topped KRW900 trillion in 2011, and a back-loaded debt repayment structure portend a fall in collateral when mindful of Korea's economic...
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Liquidity and credit risk in fixed income markets
Vonhoff, Volker - 2011
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Sûretés & garanties au Grand-Duché de Luxembourg
Cuny de la Verryère, Antoine R.; Meester, Véronique de - 2019 - 2e édition 2018-2019
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Bankovskie ipotečnye cennye bumagi (Covered Bonds) v Rossii za rubežom
Lassen, Tim - 2019
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Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany
Wegener, Christoph; Basse, Tobias; Sibbertsen, Philipp; … - In: Application of operations research to financial markets, (pp. 407-426). 2019
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How New Bond Issuance Influences the Liquidity of Covered Bonds
Weigerding, Michael - 2019
This study shows how primary market supply influences the secondary market liquidity of outstanding bonds. Liquidity is higher around new bond issuance by the same issuer and in the same maturity segment. It rises once the new issue is priced and remains elevated for several days. The effect is...
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Can covered bond legislation enhance credit ratings?
Kwong, Max; Leung, David; Wong, Alfred Y. - In: The empirical economics letters : a monthly … 18 (2019) 8, pp. 855-862
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Risk assessment of mortgage covered bonds : international evidence
Gürtler, Marc; Neelmeier, Philipp - In: Finance research letters 28 (2019), pp. 292-298
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The role of covered bonds in explaining house price dynamics in Spain
Hejlová, Hana - 2015
This paper tries to explain different nature of the dynamics during the upward and downward part of the last house price cycle in Spain. Covered bonds are introduced as an instrument which may accelerate a house price boom, while it may also serve as a source of correction to overvalued house...
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