Malaysian firms have been reported to be involved in Asset-Backed Securities since 1986
when Cagamas Bhd was the pioneer in the field. This research aims to examine the factors …

Determinants Contributing to the Primary Market Spread of Securitization in Malaysia Page 1
International Journal of Innovation, Creativity and Change. www.ijicc.net Volume 11, Issue 12 …

This research aims to examine the determinants of primary market spread and measure
financial performance of Cagamas as its case study. Ordinary least square method and …

We assess the value of frequent issuers to investors in securitization markets by examining
the initial yield spread of 6132 European mortgage-backed securities (MBS), covering a 20 …

We examine whether the predictive power of initial yield spreads of mortgage-backed
securities (MBS) vary with the financial cycle. Using a cross-country sample of 4203 MBS …

We consider the role of trustees–who are nominated to protect the interests of investors–in
securitization pricing and whether investors rely on them to mitigate risks. In particular, we …

We examine the link between issuer reputation and mortgage-backed security (MBS)
performance using a sample of 4,247 European MBS issued between 1999 and 2007. We …

We examine the impact of cooperation between legal advisors and issuers on bank
securitization pricing using 6,624 European ABS tranches issued in the European market …

We examine rating behaviour after the introduction of new regulations regarding Credit
Rating Agencies (CRAs) in the European securitisation market. Employing a large sample of …

We examine whether rating shopping and rating catering behaviours, two sources of credit
rating inflation, are still prevalent in the post-Global Financial Crisis (GFC) period after the …