Incentives and the Economics of Securitization
L Gauthier, L Gauthier - … the Economic Foundations of Asset Securitization, 2020 - Springer
This chapter addresses the economics of securitization at a fundamental level. We first see
how, in theory, securitization should not exist. Then we look into various economic models …
how, in theory, securitization should not exist. Then we look into various economic models …
Problems with Securitization
L Gauthier, L Gauthier - … the Economic Foundations of Asset Securitization, 2020 - Springer
In this chapter, we look into some of the problems that it raises from an economic standpoint.
We begin by characterizing some of the problems with securitization using the loan-level …
We begin by characterizing some of the problems with securitization using the loan-level …
[CITATION][C] Prepayment Terms and the Pricing of Private Callable Debt
P François - 2001