Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?

By B. Ambrose, Michael LaCour-Little, A. Sanders. 2005

221 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Securitization and Mortgage Default (2011, unknown): “This view is also supported by earlier work on the securitization of prime mortgages, in particular Ambrose et al. (2005), who found that securitized loans tended to perform better than similar nonsecuritized loans. Several theories have been proposed for why lenders securitize loans. One is regulat”
Adverse selection in mortgage securitization (2012, unknown): “Our study differs from Ambrose et al. (2005) in three respects.”
What drives bank securitisation? The Spanish experience. (2010, methodology): “Bannier and Hänsel (2008) find that a European bank with greater credit risk exposure, lower liquidity and worse performance measures is more likely to securitise.”