Trustee reputation in securitization: When does it matter?
We consider the role of trustees–who are nominated to protect the interests of investors–in
securitization pricing and whether investors rely on them to mitigate risks. In particular, we …
securitization pricing and whether investors rely on them to mitigate risks. In particular, we …
[PDF][PDF] Reputation, Pricing and Performance in the European Securitisation Market
SY Deku - 2017 - hull-repository.worktribe.com
Valuation of ABS Under Asymmetric Information
Securitization transactions are vulnerable to three related but distinct information problems.
The first of which is the classic (lemons) adverse selection problem associated with the …
The first of which is the classic (lemons) adverse selection problem associated with the …