摘要: We estimate holdings of highly-rated tranches of mortgage securitizations of American deposit-taking banks ahead of the credit crisis and evaluate hypotheses th关键词: financial crisis too-big-to-fail securitization credit crisis regulatory arbitrage ...
banks invest in highly- rated securitization tranches?, NBER Working Paper No. 17269.Erel, Isil, Taylor Nadauld, and Rene M. Stulz, "Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?", Working Paper 2011-16, Charles A. Dice Center for Research in Financial Economics, ...
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aRatings of financial instruments on the one hand are more generous during economic upswings than during downturns, thus allowing banks to hold little capital for highly rated assets during upswings while ignoring that the same asset would be significantly lower rated during an economic downturn. ...
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The inherent ORR activity exhibited by RRDE measurements of FePhen@MOF-ArNH3 in acidic media (Fig. 2a) are corrobo- rated by single PEM fuel cell measurements. Polarization and durability curves were collected, on a membrane electrode assembly (MEA) employing a FePhen@MOF-ArNH3 cathode, ...
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Murphy showing concerns on the deteriorating performance of banks said that the list of state chartered banks having CAMELS rating of 3,4 or 5, have moved from 26 in 2007 to 38 in 2008. Citing loans totaling 75 percent of assets, and 94 percent of deposits he said State chartered banks ...
M. Stulz (2013): "Why Did Holdings of Highly Rated Securitization Tranches Differ So Much across Banks?," Review of Financial Studies.Erel, I., T. Nadauld, and R. Stulz (2012): "Why Did Holdings of Highly-Rated Securitization Tranches Differ So Much Across Banks?," Working paper 2012-...