Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 9 of 9 for “"asset backed securities"”.
-
Real estate securitization in Korea : application of PF ABS and MBS
… of securitization such as Project Finance Asset-Backed Securities (PF ABS) and Mortgage Backed Securities (MBS) as a method of real estate finance in Korea. Real estate in Korea has developed substantially with a remarkable economic growth in last 20 years. As real estate became one of the …
-
Credit rating agencies and conflicts of interest
… financial crisis—and the related market for asset-backed securities—highlighted conflicts of interest at credit rating agencies, this report also examines how credit ratings—and their limitations—affect sovereign debt markets.
-
Mathematical Models For Swing Options And Subprime Mortgage Derivatives.
… Chapter 4, we give a condition on the underlying securities that allows us to directly compute the loss distribution term structure of the portfolio. Then, we build a tractable model for pricing options on large credit portfolios such as Collateralized Debt Obligations of subprime Asset Backed …
-
PPP: zu Finanzierungsformen, Kapitalmarktrelevanz und öffentlicher Verschuldung
… für PPP, die durch Forderungen besichert sind (Asset Backed Securities) und solche, die beispielsweise durch Forderungen gegen die öffentliche Hand besichert sind (Covered Bonds). Letztere können auch grundpfandrechtlich gesichert sein. Hier setzt der Verfasser später seine Skizze eines …
-
Essays in asset securitisation
… banks raise external finance by securitising assets and what are the consequences for shareholder wealth? The role of securitisation in a bank's optimal capital structure is explored. Fourth, the thesis looks at whether there are differences in the pricing behaviour of financial firms which …
-
The securitization of the real estate market in Korea : future impacts to the Korean real estate market
… market of Korea. With the first issuance of asset backed-securities (ABS) by the Korea Asset Management Corporation (KAMCO), a resolution trust formed by the Korean government to liquidate non-performing loans, the outlook of the Korean economy is positive yet with a degree of uncertainty. In …
-
A study on small-sized rental housing market for single or two-person households and strategies to enhance the supply in Korea
… United States, various funding sources, such as asset-backed securities, Real Estate Investment Trusts, and a portfolio, are required. For construction, the modular method can be an option to save construction cost and time.
-
Essays on Macroeconomic Dynamics, Credit Intermediation and Financial Stability
… are bundled together and converted into liquid asset backed securities. Commercial banks’ effective return is subject to their monitoring effort, which is unobservable and hence introduces a moral hazard problem in loan sale. This limits the amount of loan sold in the secondary market. We find …