Ingo Fender 2009 - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003

Title Other author(s)

Incentives and trance retention in securitisation: a screening model

National Bank of Belgium Working Papers [View] (Paper: 177, 17.10.2009)

Incentives and tranche retention in securitisation: a screening model

Bank for International Settlements Working papers [View] (Paper: 289, 29.09.2009)

JEL: D82, D86, G21, G28

The future of securitisation: how to align incentives?

Bank for International Settlements Quarterly Review [View] (Paper: 0909e, 14.09.2009)

The pricing of subprime mortgage risk in good times and bad: Evidence from the ABX.HE indices

European Central Bank Working papers [View] (Paper: 1056, 27.05.2009)

The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

Bank for International Settlements Working papers [View] (Paper: 279, 31.03.2009)

JEL: E43, G12, G13, G14

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003