Tools
Tools
Deku, S. 
ORCID: 0000-0003-1579-8708, Kara, A. and Marques-Ibanez, D.,
2022.
Bank reputation and securitization quality: European evidence.
Finance Research Letters, 46 B: 102427.
ISSN 1544-6123
|
Text
1756628_Deku2.pdf - Post-print Download (195kB) | Preview |
Abstract
We examine the link between issuer bank reputation and the performance of mortgage-backed securities (MBS) in the European market. We find that MBS sold by reputable issuer banks are collateralised by higher quality asset pools with lower delinquency rates and are less likely to be downgraded. However, during boom periods – characterized by declining credit standards, MBS originated by reputable issuer banks tend to be collateralised by lower quality assets, compared to normal periods.
| Item Type: | Journal article | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Publication Title: | Finance Research Letters | ||||||||
| Creators: | Deku, S., Kara, A. and Marques-Ibanez, D. | ||||||||
| Publisher: | Elsevier BV | ||||||||
| Date: | May 2022 | ||||||||
| Volume: | 46 B | ||||||||
| ISSN: | 1544-6123 | ||||||||
| Identifiers: |
|
||||||||
| Rights: | Copyright: © 2021 Elsevier Inc. All rights reserved. | ||||||||
| Divisions: | Schools > Nottingham Business School | ||||||||
| Record created by: | Linda Sullivan | ||||||||
| Date Added: | 10 May 2023 07:56 | ||||||||
| Last Modified: | 07 Sep 2023 03:00 | ||||||||
| URI: | https://irep.ntu.ac.uk/id/eprint/48908 |
Actions (login required)
 |
Edit View |
Views
Views per month over past year
Downloads
Downloads per month over past year
