A preliminary look at gains from asset securitization

H Thomas - Journal of International Financial Markets, Institutions …, 1999 - Elsevier
This paper conducts tests of stockholder and bondholder wealth changes upon the
securitization of non-government guaranteed assets for 236 transactions during the years …

The response of bank share prices to securitization announcements

D Gasbarro, M Stevenson, RG Schwebach… - Quarterly Journal of …, 2005 - JSTOR
This paper examines the impact of securitization announcements on share prices of
multibank holding companies. Prior studies report share price responses are industry …

Contributions of The Journal of Fixed Income to MBS Analysis.

FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
Over the past 31 years, The Journal of Fixed Income has published articles that were
primers about the structure and risk characteristics for the growing number of complex …

[BOOK][B] La catena del valore dell'intermediazione creditizia nell'economia delle imprese bancarie. Profili di innovazione finanziaria, organizzativa e tecnologica: Profili …

E Scannella - 2012 - books.google.com
Il volume si propone di analizzare come il modello bancario integrato, attorno al quale
tradizionalmente le imprese bancarie avevano fondato le loro strategie aziendali, stia …

Risk measurement and management of insurance companies

V Siokis - 2001 - openaccess.city.ac.uk
This thesis reviews some fundamental risk measurement and management concepts that
insurance companies will face in the following years. The first chapter evaluates the …

Modelling the information content of sovereign credit ratings

M De Lourdes Trevino Villarreal - 1999 - eprints.soton.ac.uk
This study examines the information content of the sovereign credit ratings assigned by 11
international credit rating agencies to 55 countries for the period from 1989 to 1997. The …

[BOOK][B] An evaluation of the effect of solicitation and independence on the determination of corporate bond ratings

M Feinberg - 1999 - search.proquest.com
The objective of this study is to determine the effect of solicitation and independence on
corporate bond ratings. Moody's, S&P, and Fitch IBCA, are full-scale agencies that provide …