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Year of publication
Subject
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Pfandbrief 251 Covered bond 209 Deutschland 88 Germany 67 USA 50 Hypothek 49 Mortgage 48 United States 44 Bond market 39 Rentenmarkt 39 Public bond 38 Öffentliche Anleihe 38 Theorie 29 Theory 29 Anleihe 28 Bond 27 Credit risk 25 Kreditrisiko 25 Securitization 25 Verbriefung 25 Asset-Backed Securities 22 Asset-backed securities 22 Hypothekenbank 19 EU countries 18 EU-Staaten 18 Financial crisis 14 Finanzkrise 14 covered bonds 14 Mortgage bank 11 Estimation 10 Refinanzierung 10 Schweiz 10 Schätzung 10 Covered bonds 9 Europa 9 International financial market 9 Internationaler Finanzmarkt 9 Market liquidity 9 Marktliquidität 9 Risiko 9
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Online availability
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Free 60 Undetermined 29
Type of publication
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Book / Working Paper 150 Article 99 Journal 6
Type of publication (narrower categories)
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Article in journal 75 Aufsatz in Zeitschrift 75 Graue Literatur 55 Non-commercial literature 55 Working Paper 29 Arbeitspapier 27 Aufsatz im Buch 22 Book section 22 Hochschulschrift 14 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 Quelle 2 Aufsatzsammlung 1 Conference proceedings 1 Handbook 1 Handbuch 1 Lehrbuch 1 No longer published / No longer aquired 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 135 German 95 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 Fabozzi, Frank J. 7 Vonhoff, Volker 6 Prokopczuk, Marcel 5 Stöcker, Otmar M. 5 Vickery, James 5 Arif, Ahmed 4 Grothe, Magdalena 4 Gyntelberg, Jacob 4 Hies, Michael 4 Markmann, Holger 4 Maurer, Raimond 4 Stadler, Astrid 4 Steffan, Franz 4 Wandschneider, Kirsten 4 Weigerding, Michael 4 Beirne, John 3 Boehme, Achim 3 Carbo-Valverde, Santiago 3 Crimmann, Wolfgang 3 Dalitz, Lars 3 Dick-Nielsen, Jens 3 Fuster, Andreas 3 Gürtler, Marc 3 Kronenberg, Sven 3 Larsson, Carl F. 3 Lucca, David O. 3 Manganelli, Simone 3 Neelmeier, Philipp 3 Rodriguez-Fernandez, Francisco 3 Rosen, Richard J. 3 Sangill, Thomas 3 Snowden, Kenneth A. 3 Anand, Kartik 2 Basse, Tobias 2 Bauersfeld, Tanja 2 Beran, Jan 2 Berg, Jesper 2 Biswas, Rita 2 Buzen, David A. 2
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Institution
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Verband Deutscher Pfandbriefbanken 12 Verband Deutscher Hypothekenbanken 7 Springer Fachmedien Wiesbaden 3 National Bureau of Economic Research 2 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 Internationaler Währungsfonds / Monetary and Capital Markets Department 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 Schriftenreihe des Verbandes Deutscher Hypothekenbanken 7 Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse 7 Working paper / National Bureau of Economic Research, Inc. 6 Die Bank : Zeitschrift für Bankpolitik und Praxis 5 The journal of structured finance 5 The journal of fixed income 4 Bank- und finanzwirtschaftliche Forschungen 3 Grundlagen der Schiffsfinanzierung ; Band 2 3 BIS Working Paper 2 Bankszemle : a bankok és a pénzintézetek szakfolyóirata 2 Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement 2 IMF working paper 2 Journal of empirical finance 2 NBER Working Paper 2 NBER working paper series 2 Neue betriebswirtschaftliche Studienbücher 2 Occasional paper series / European Central Bank 2 Research in international business and finance 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 1 Business, economics, and law 1 C.D. Howe Institute ebrief 214 1 CoFE discussion papers 1 Congressional policies, practices and procedures 1 Corporate finance / Biz 1 Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions 1
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Source
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ECONIS (ZBW) 218 USB Cologne (EcoSocSci) 33 EconStor 2 RePEc 2
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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/10013161874
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
Persistent link: https://ebtypo.dmz1.zbw/10013168786
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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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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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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...
Persistent link: https://ebtypo.dmz1.zbw/10011857417
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Seasonal liquidity effects and their determinants on the covered bond market
Weigerding, Michael - 2020
This paper finds that window dressing, bypass opportunities, market sentiment and index adjustments drive seasonal bond market liquidity effects. It uses a unique data set that combines a number of recurring event types. After controlling for other seasonal factors, liquidity is lower prior to...
Persistent link: https://ebtypo.dmz1.zbw/10012850682
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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...
Persistent link: https://ebtypo.dmz1.zbw/10012392189
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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...
Persistent link: https://ebtypo.dmz1.zbw/10012853679
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
Persistent link: https://ebtypo.dmz1.zbw/10012806303
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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...
Persistent link: https://ebtypo.dmz1.zbw/10012868259
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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...
Persistent link: https://ebtypo.dmz1.zbw/10012144691
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Deciphering securitisation and covered bonds : economic analysis and regulations
Arif, Ahmed - 2018
Persistent link: https://ebtypo.dmz1.zbw/10012183850
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Liquidity Drivers on the Covered Bond Market
Weigerding, Michael - 2018
This paper analyzes the drivers of bond market liquidity. The use of a unique data set of global covered bonds allows to reveal three effects which have not been in the focus before: primary market supply, initial demand and allocation, and seasonality. Liquidity is elevated around the issue...
Persistent link: https://ebtypo.dmz1.zbw/10012906748
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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...
Persistent link: https://ebtypo.dmz1.zbw/10012909139
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Covered bonds under unconventional monetary policy
Markmann, Holger - 2018
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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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Modelling german covered vonds
Spangler, Manuela - 2018
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The concept of Mortgage Lending Value in the UK property industry
Klann, Ralf J. - 2018
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Persistent link: https://ebtypo.dmz1.zbw/10011821741
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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
Persistent link: https://ebtypo.dmz1.zbw/10012318618
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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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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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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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Rola listów zastawnych w zwiększaniu stabilności polskiego systemu finansowego
Dżuryk, Andrzej - 2020
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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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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...
Persistent link: https://ebtypo.dmz1.zbw/10012948319
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Pfandbriefe als Erscheinungsform gedeckter Wertpapiere in Deutschland
Kronenberg, Sven - 2017
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Asset encumbrance, bank funding and financial fragility
Ahnert, Toni; Anand, Kartik; Gai, Prasanna; Chapman, James - 2016
How does asset encumbrance affect the fragility of intermediaries subject to rollover risk? We offer a model in which a bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses. Encumbering assets allows a bank to raise cheap secured debt...
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Persistent link: https://ebtypo.dmz1.zbw/10011486236
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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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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...
Persistent link: https://ebtypo.dmz1.zbw/10013007962
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Liquidity and credit risk in fixed income markets
Vonhoff, Volker - 2011
Persistent link: https://ebtypo.dmz1.zbw/10008990165
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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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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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Bank liquidity management through the issuance of bonds in the aftermath of the global financial crisis
Milcheva, Stanimira; Falkenbach, Heidi; Markmann, Holger - In: Research in international business and finance 48 (2019), pp. 32-47
Persistent link: https://ebtypo.dmz1.zbw/10012135835
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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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Bankovskie ipotečnye cennye bumagi (Covered Bonds) v Rossii za rubežom
Lassen, Tim - 2019
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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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Persistent link: https://ebtypo.dmz1.zbw/10011720406
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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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How to Make the World Safe for (and from) Covered Bonds
Poschmann, Finn - 2015
Although few outside of financial circles have heard of covered bonds, they have emerged as an important and efficient funding channel for Canadian mortgage lending, according to a new report released today from the C.D. Howe Institute. In “How to Make the World Safe for (and from) Covered...
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Analyse des Zusammenhangs zwischen der Qualität Öffentlicher Deckungsmassen und der Rendite von Öffentlichen Pfandbriefen in Deutschland
Doll, Georg Friedrich - 2015
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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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Do European banks with a covered bond program issue asset-backed securities for funding?
Boesel, Nils; Kool, Clemens; Lugo, Stefano - In: Journal of international money and finance 81 (2018), pp. 76-87
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Uncovering the impact of regulatory uncertainty on credit spreads : a study of the U.S. covered bond experience
Bhanot, Karan; Larsson, Carl F. - In: Journal of financial markets 39 (2018), pp. 84-110
Persistent link: https://ebtypo.dmz1.zbw/10012001884
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Empirical analysis of the international public covered bond market
Gürtler, Marc; Neelmeier, Philipp - In: Journal of empirical finance 46 (2018), pp. 163-181
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From A to Z : the Swedish mortgage market and its role in the financial system
Billborn, Jill (contributor) - 2014
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Nordic covered bond handbook : the handbook of the Nordic covered bond markets and issuers
2014 - 10. ed.
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Pricing Covered Bonds
Kenyon, Chris - 2014
Covered bonds have emerged as a potential funding vehicle from the credit crisis. However, there is no detailed examination of how covered bonds should be priced taking into account the features that make them attractive to investors: i.e. over-collateralization of the reference pool and...
Persistent link: https://ebtypo.dmz1.zbw/10013071166
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Public Private Partnership contracts financing by covered bonds
Tassopoulos, Evgenios; Theodoropoulos, Sotirios - In: European research studies 17 (2014) 3, pp. 17-36
Persistent link: https://ebtypo.dmz1.zbw/10012003648
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