Log in

Relevant bibliographies by topics / Loan securitization / Dissertations / Theses

To see the other types of publications on this topic, follow the link: Loan securitization.

Dissertations / Theses on the topic 'Loan securitization'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the top 37 dissertations / theses for your research on the topic 'Loan securitization.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Browse dissertations / theses on a wide variety of disciplines and organise your bibliography correctly.

1

Chen, Zhizhen. "Loan securitization, bank risk, and efficiency." Thesis, University of Glasgow, 2018. http://theses.gla.ac.uk/9007/.

Full text

Abstract:

The 2007-09 financial crisis highlighted the devastating impact of securitization on the stability of the banking system. However, studies on securitization are far from sufficient to show the impact on a bank’s performance. To better understand the impact of securitization in order to prevent such crisis to happen again, I study bank loan securitization in this Ph.D. thesis. This thesis aims to provide empirical explanations to answer two dilemmas in securitization literature. First, ambiguous results are presented in the impact of securitization on bank risk. Classic theories suggest that lo

APA, Harvard, Vancouver, ISO, and other styles

2

Thomas, Soby. "Residential mortgage loan securitization and the subprime crisis / S. Thomas." Thesis, North-West University, 2010. http://hdl.handle.net/10394/4591.

Full text

Abstract:

Many analysts believe that problems in the U.S. housing market initiated the 2008–2010 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry by causing the failure of many iconic Wall Street investment banks and prominent depository institutions. This crisis stymied credit extension to households and businesses thus creating credit crunches and, ultimately, a global recession. This thesis specifically discusses the SMC and its components, causes, consequences and cures in relation to subprime mortgages, securitization, as we

APA, Harvard, Vancouver, ISO, and other styles

3

Todesco, Massimiliano <1995&gt. "AN UNEXPECTED STRESS TEST FOR SECURITIZATION-BASED SECURITIES: IMPACT OF COVID-19 ON COLLATERALIZED LOAN OBLIGATIONS." Master's Degree Thesis, Università Ca' Foscari Venezia, 2022. http://hdl.handle.net/10579/20901.

Full text

Abstract:

The dissertation begins with a description of the securitisation process and the subjects involved. In the first part we present some introductory notions about the functioning of the products obtained by the securitization process. In this introductory section, special attention will be paid to the purposes of securitisation transactions. The aim of the second part of the thesis is to analyse CDOs, which are financial instruments deriving from the securitisation process. Due to their high leverage and complexity, CDOs are among the main culprits of the previous crisis. The next step is to des

APA, Harvard, Vancouver, ISO, and other styles

4

Miehle, Christian. "Optimale Selektionsprozesse für True Sale Collateralised Loan Obligations /." Hamburg : Kovač, 2008. http://www.verlagdrkovac.de/978-3-8300-3522-0.htm.

Full text

APA, Harvard, Vancouver, ISO, and other styles

5

Osborn, Matthew Gordon. "Essays on Credit Markets and Corporate Finance." Thesis, Boston College, 2015. http://hdl.handle.net/2345/bc-ir:104368.

Full text

Abstract:

Thesis advisor: Philip Strahan<br>In my first essay, I study how the rise of non-bank loan investment from CLOs, mutual funds, and hedge funds influenced contracting relationships between firms and their senior lenders. Contrary to common perception that non-bank investors diluted the incentive for banks to monitor firms, I find evidence that bank underwriters embraced tighter contracts to mitigate agency and holdout problems associated with less-informed and dispersed non-bank investors. While recent studies show that non-bank loan investors lowered the cost and expanded the availability of c

APA, Harvard, Vancouver, ISO, and other styles

6

Пантєлєєва, Н. М. "Посткризові тенденції змін бізнес-моделей банків". Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63780.

Full text

Abstract:

Бізнес-моделі банків не одномірні, їх багатогранність визначається ключовими вимірами – розмір, діяльність, структура активів і модель прибутку, капітал і залучення позикових коштів, право власності та методи корпоративного управління, корпоративна та правова структура тощо. Тому бізнес-моделі постійно змінюються та продовжують еволюціонувати. Зміни бізнес-моделей банків орієнтовані в сторону більшої стабільності та збалансованості джерел доходу. Проте питання, яка сама бізнес-модель є найбільш стійкою, поки ще залишається відкритим<br>Bank's business model is not one-dimensional, their versat

APA, Harvard, Vancouver, ISO, and other styles

7

Loeser, Richard C. "Essays on auto loan asset-backed securities| Moral hazard along the securitization chain, and the cross section of expected returns." Thesis, Georgetown University, 2016. http://pqdtopen.proquest.com/#viewpdf?dispub=10158124.

Full text

Abstract:

<p>Securitization is the practice of pooling the cashflows of a large number of financial assets and structuring them so as to create a much smaller number of tradable securities. The widespread adoption of securitization as a financing technique has been a major transformative force in the US and global financial systems in recent decades, creating new opportunities for funding and risk sharing. But securitization has also been viewed critically, due to its contributions to the expansion of subprime credit and to the interconnectedness between financial institutions, both of which played impo

APA, Harvard, Vancouver, ISO, and other styles

8

Eggenberger, Christina. "Herausforderungen für die Unternehmenssanierung durch den Sekundärmarkt für Kredite und Kreditrisiken am Beispiel des Distressed Debt Tradings und der Verbriefung." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03604428002/$FILE/03604428002.pdf.

Full text

APA, Harvard, Vancouver, ISO, and other styles

9

Mulaudzi, Mmboniseni Phanuel. "The subprime mortgage crisis : asset securitization and interbank lending / M.P. Mulaudzi." Thesis, North-West University, 2009. http://hdl.handle.net/10394/5097.

Full text

Abstract:

Subprime residential mortgage loan securitization and its associated risks have been a major topic of discussion since the onset of the subprime mortgage crisis (SMC) in 2007. In this regard, the thesis addresses the issues of subprime residential mortgage loan (RML) securitization in discrete-, continuous-and discontinuous-time and their connections with the SMC. In this regard, the main issues to be addressed are discussed in Chapters 2, 3 and 4. In Chapter 2, we investigate the risk allocation choices of an investing bank (IB) that has to decide between risky securitized subprime RMLs and

APA, Harvard, Vancouver, ISO, and other styles

10

Renteria, Gregory Matthew. "Securitization of multifamily loans." Thesis, Massachusetts Institute of Technology, 1993. http://hdl.handle.net/1721.1/69316.

Full text

APA, Harvard, Vancouver, ISO, and other styles

11

Lai, Kwok-leung. "Mortgage securitization : prepayment analysis of mortgage-backed securities /." Hong Kong : University of Hong Kong, 2000. http://sunzi.lib.hku.hk/hkuto/record.jsp?B25939993.

Full text

APA, Harvard, Vancouver, ISO, and other styles

12

黎國樑 and Kwok-leung Lai. "Mortgage securitization: prepayment analysis of mortgage-backed securities." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B31256879.

Full text

APA, Harvard, Vancouver, ISO, and other styles

13

Rýdl, Filip. "Příčiny stávající hospodářské krize a její dopady na světovou ekonomiku." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-77747.

Full text

Abstract:

The work seeks to analyze the causes and impacts of the current financial crisis. It deals with the theoretical view and definition of financial crisis, along with a brief historical excursion. A significant part of the work is devoted to describe the financial crisis in the United States and in selected, economically important, countries. In the context of the causes of and solutions to the current crisis period are remembered views of different economic schools, which are very different. A significant part is devoted to the description of institutional architecture and function of the financ

APA, Harvard, Vancouver, ISO, and other styles

14

Roy, Maxime. "On the Securitization of Student Loans and the Financial Crisis of 2007–2009." Research Showcase @ CMU, 2017. http://repository.cmu.edu/dissertations/964.

Full text

Abstract:

This dissertation contains three chapters, and each examines the securitization of student loans. The first two chapters focus on the underpricing of Asset-Backed Securities (ABS) collateralized by government guaranteed student loans during the financial crisis of 2007–2009. The findings add to the literature that documents persistent arbitrages during the crisis and doing so in the ABS market is a novelty. The last chapter focuses on the securitization of private student loans, which do not benefit from government guarantees. This chapter concentrates on whether the disclosure to investors is

APA, Harvard, Vancouver, ISO, and other styles

15

Milonas, Kristoffer. "Essays in Empirical Finance." Doctoral thesis, Handelshögskolan i Stockholm, Institutionen för Finansiell ekonomi, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-2324.

Full text

Abstract:

This thesis contains three self-contained chapters, covering different subjects but using similar methods: The Effect of Foreclosure Laws on Securitization: Evidence from U.S. States shows that mortgage loans are less likely to be securitized in states with costlier foreclosure procedures. I interpret this in light of prior literature showing a higher foreclosure risk for securitized loans, due to unwillingness to renegotiate by the agents working on behalf of investors. Moreover, the magnitude of the effect increases for loans with higher risk of default, and disappears for loans where state

APA, Harvard, Vancouver, ISO, and other styles

16

Hener, Alexander. "Credit risk management in the automotive industry : structuring of loan and lease securitizations as integrative solution /." Wiesbaden : Dt. Univ.-Verl, 2005. http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=013159044&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA.

Full text

APA, Harvard, Vancouver, ISO, and other styles

17

Zhou, Qingqing. "Challenges and concerns on securitization of non-performing loans in China : from the state banks' perspective /." Click to view the E-thesis via HKUTO, 2001. http://sunzi.lib.hku.hk/hkuto/record/B42577159.

Full text

APA, Harvard, Vancouver, ISO, and other styles

18

Zhou, Qingqing, and 周青青. "Challenges and concerns on securitization of non-performing loans in China: from the state banks' perspective." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B42577159.

Full text

APA, Harvard, Vancouver, ISO, and other styles

19

Barrie, John R. "A study of default risk for small commercial real estate loans and its impact and implications for securitization." Thesis, Massachusetts Institute of Technology, 1994. http://hdl.handle.net/1721.1/64527.

Full text

APA, Harvard, Vancouver, ISO, and other styles

20

Mafra, Fábio Dieguez Barreiro. "Classificação de risco dos certificados de recebíveis imobiliários - estruturação de um processo de rating da perda potencial da carteira securitizada." Universidade de São Paulo, 2006. http://www.teses.usp.br/teses/disponiveis/3/3146/tde-22072007-162217/.

Full text

Abstract:

O trabalho apresenta um processo de classificação de risco dos Certificados de Recebíveis Imobiliários (CRIs), quanto à expectativa de perda presente na carteira de créditos imobiliários, objeto de securitização. O texto, primeiramente, descreve o andamento das operações de securitização no Brasil e no mundo, além de aspectos particulares dessas operações. Em seguida, com maior ênfase, são descritas as principais etapas do processo de rating praticado pelas instituições classificadoras, assim como também, são identificados e analisados os riscos presentes nos CRIs. Riscos estes de origem merca

APA, Harvard, Vancouver, ISO, and other styles

21

Prilmeier, Robert. "Two Essays on Lending and Monitoring." The Ohio State University, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=osu1366124597.

Full text

APA, Harvard, Vancouver, ISO, and other styles

22

Wilson, Peter Edward Côrtes Marsden. "Influência das taxas de juros e do canal de crédito na formação de um mercado secundário de hipotecas no Brasil." reponame:Repositório Institucional do FGV, 2009. http://hdl.handle.net/10438/2637.

Full text

Abstract:

Made available in DSpace on 2010-04-20T21:00:15Z (GMT). No. of bitstreams: 4 Peter Edward Cortes Marsden Wilson.pdf.jpg: 18180 bytes, checksum: 378f62fa4a444505d0f66bffd5fa1114 (MD5) Peter Edward Cortes Marsden Wilson.pdf.txt: 94511 bytes, checksum: 0e509be89e8a539fe7af330bd2a759ff (MD5) Peter Edward Cortes Marsden Wilson.pdf: 520574 bytes, checksum: 626902cd5204fca2d18806d0bca5ed92 (MD5) license.txt: 4886 bytes, checksum: 46df1399d9b47500d98a7ac731adf80e (MD5) Previous issue date: 2009-01-29T00:00:00Z<br>This paper aims to analyze the decline of interest rate and the credit channel mec

APA, Harvard, Vancouver, ISO, and other styles

23

Chang, Yun-Ying, and 張韻英. "Analysis the Feasibility on Margin Loan Securitization." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/49713811860348736995.

Full text

Abstract:

碩士<br>東吳大學<br>企業管理學系<br>93<br>Traditionally, long-term fund-raising tools include Cash Increment, Depositary Receipts, Corporate Bond, Convertible Bond, Note Issuance Facility, or so-called stock shares or debt shares-linked instruments as well as hybrid financial instruments. With more and more exotic financial products coming into market nowadays and after the Act of Securitization of Financial Assets taking effect, the Bureau of Monetary Affairs, Financial Supervisory Commission, R.O.C. has pulled out all the stops for promoting domestic assets securitization market. In addition, with the i

APA, Harvard, Vancouver, ISO, and other styles

24

Wu, Pei-shan, and 吳佩珊. "The Empirical Study of Small Amount Personal Loan Securitization." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/87208525999375652924.

Full text

Abstract:

碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>93<br>Currently, products of assets securitization include securities of commercial loan, mortgage, account receivable, cash card revolving interest obligation, and so on. The total amount of issuances grew rapidly in recent years, but there’s yet a financial product for securitized small amount personal loan. This article gathered actual data of 3-year small amount personal loan from a local private financial institution and uses the design of sequential-pay collateralized mortgage obligation or sequential pay CMO as a reference to simulate and build a securitize

APA, Harvard, Vancouver, ISO, and other styles

25

Su, Li-Shan, and 蘇麗香. "On Financial Institutes’ Dealing with Non-performing Loan and Its Securitization." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/60834972040397304624.

Full text

Abstract:

碩士<br>國立高雄第一科技大學<br>金融營運所<br>93<br>This paper explores the dealing with non-performing loan via examining foreign cases. Securitization of non-performing loan could create cash flow and investment gains. On the other hand, the price of those assets may recover when the economy makes progress. By looking at some cases of securitization of non-performing loan, we may find a mechanism with that kind of asset, improving the asset quality of financial institutes and enhancing the development of industries.

APA, Harvard, Vancouver, ISO, and other styles

26

Chang, Mei-Hua, and 張美華. "The Study of Mortgage Securitization： Adjustable-Rate Mortgage Loan Valuation in Taiwan." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/63551129564552203348.

Full text

APA, Harvard, Vancouver, ISO, and other styles

27

Lu, Yi Lin, and 盧怡伶. "The Application of Asset Securitization to Asset Management Companies' Non-Performing Loan Business." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/48100040675815618711.

Full text

APA, Harvard, Vancouver, ISO, and other styles

28

Tseng, Mu-Wen, and 曾睦雯. "The Study of Taiwan Financial Asset Securitization-Case study of A Bank’s Collateralized Loan Obligation(CLO)." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/18169489051135540109.

Full text

Abstract:

碩士<br>元智大學<br>管理研究所<br>95<br>In the financial industry, typical indirect-financial institution attracts deposit, inter-bank loan, or issuing negotiable certificate of time deposit and bonds. After collecting money from excess capital units through auditing procedure then loan to the needed parties as a financial intermediary in the market. The roles of financial institutions such as banks are acting as a financial intermediary by providing buy-sell funding to enterprises or individuals. Those banks actually take whole funding liquidity risk to exchange main resource of bank’s profitability. On

APA, Harvard, Vancouver, ISO, and other styles

29

Wen, Jane-Hane, and 溫珍瀚. "The Study on Development of Synthetic Small and Medium-Sized Enterprises Collateralized Loan Obligation Securitization in Taiwan." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/94817319090746331733.

Full text

Abstract:

碩士<br>臺灣大學<br>財務金融學研究所<br>96<br>On 21st June, 2002, securitization act for financial assets was enacted by the Legislative Yuan; furthermore, this debuted regulation set the cornerstone in forming the Taiwan securitization market and also broke through the existing circumstances into a new era. Small and Median enterprises (SMEs) are the foundation of Taiwan economic growth and have influential power with respect to the social stability and harmony, the national progress and the welfare and prosperous habitable environment. But the bank carries serious asymmetric information to the financial s

APA, Harvard, Vancouver, ISO, and other styles

30

Peng, Yen-Yi, and 彭衍議. "The Discussion of Financial Asset Securitization in Taiwan-An Example of Auto Loans Securitization." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/95443694418683321963.

Full text

Abstract:

碩士<br>嶺東科技大學<br>財務金融研究所<br>96<br>The ROC Financial Asset Securitization Act was promulgated in 2002, next year then the Real Estate Securitization Act was promulgated. The financial revolution happened in Taiwan, changed the traditional financial institution system, from the deposit, inter-bank loan, or issuing negotiable certificate of time deposit and bonds, through the credit reference procedures then loan to needed units of fund. Financial Asset Securitization has been put into practice in many foreign countries for a long time, it has not only become an important funding method in the glo

APA, Harvard, Vancouver, ISO, and other styles

31

Chen, Huei-kuen, and 陳惠坤. "Mortgage securitization of Public-Housing Loans – Case Study of Kaohsiung City." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/24092699330847643169.

Full text

Abstract:

碩士<br>國立高雄應用科技大學<br>金融資訊研究所<br>97<br>The Public-House mortgage loan securitization not only enhances the fund fluidity of the original organization but also provides the investors new investment channels，such as the trust institution，the guarantee organization，the selling consignment and the service organization all can create new sources of practice and income. If this concept can be applied to financial dispatch of the Public sector，Public-Housing mortgage loan securitization particularly previous undiscussed topics. Next，the maximum smoothness yield curves model applied in the appraisal rea

APA, Harvard, Vancouver, ISO, and other styles

32

Lung, Chung Yao, and 鍾耀隆. "Research on The Securitization of Non-Performing Loans in Taiwan''s Financial Institutions." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/z8xpzc.

Full text

Abstract:

碩士<br>輔仁大學<br>金融研究所<br>92<br>Abstract There were many reasons resulted in Financial Crisis , such as ,the huge deficit in the balance of international payment , lots of currency debt ,and Financial Institution’s crisis. Therefore, the inappropriate operation and management of financial institution will cause the economic chaos. As a member of WTO (World Trade Organization), Taiwan government was more concerned in the operation and management of financial institutions and non-performing loans (NPLs) . Currently, the government priority for the financial reform is to lower the ratios

APA, Harvard, Vancouver, ISO, and other styles

33

Ghersi, S. B. "Residential mortgage securitization and secondary mortgage markets in South Africa: techniques benefits prerequisites." Thesis, 1991. https://hdl.handle.net/10539/25085.

Full text

Abstract:

Research report submitted to the Department of Building, University of the Witwatersrand in partial fulfiment of the degree MSc (Building) by Course Work<br>The objective of this report is to investigate certain structural imbalances in the South African financial system to assess if the technique of' mortgage securitization may serve to alleviate deficiencies in the provision of housing finance as well as prerequisite in creating a secondary mortgage market in South Africa. (Abbreviation abstract )<br>Andrew Chakane 2018

APA, Harvard, Vancouver, ISO, and other styles

34

秦慧君. "A Study of the Securitization of Non-Performing Loans--Focus on the Financial Restructuring Fund." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/78489322487416096392.

Full text

APA, Harvard, Vancouver, ISO, and other styles

35

Hu, Mei-Hui, and 胡美慧. "Study on the Legal System of Asset Securitization in China-- Focusing on the Asset Transfers of Credit Loans." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/12995098055979837783.

Full text

Abstract:

碩士<br>東吳大學<br>法律學系<br>95<br>Financial assets securitization is a process whereby financial institutions reorganize and repackage their less liquid assets and assign or entrust the assets to a trustee as the foundation or guarantee for upgrading the credit rating, and divide the assets into small units of securities. Such securities will then be sold to investors for raising capital. The institutions undergoing the securitization of assets aim at the early realization of collecting their debts so that capital can be flown back for other purposes. The primary objective is optimizing the means of

APA, Harvard, Vancouver, ISO, and other styles

36

Chiu, Yuan-Shan, and 邱媛珊. "Study on the Business Strategy Formulation for Taiwan′s Banking Enter Commercial Mortgage Loans Asset Backed Securitization －A Case Study on Bank A." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/5zykea.

Full text

Abstract:

碩士<br>淡江大學<br>國際貿易學系國際企業學碩士在職專班<br>94<br>This study concentrates on the future development of banking in Taiwan enter commercial loan asset backed securitization with emphasis on the business strategy formulation factors and strstegies so as to assess the internal environmental factors and external environmental factors through the mission statement of the target bank ,and thus summarizes the important factors related to the strategy formulation,thereby relativing business steategy and presenting the fidings to the banking providers.Making us of research into the case study method,this study h

APA, Harvard, Vancouver, ISO, and other styles

37

Baptista, Henrique Maria Bruges Oliveira Ferreirinha. "Operações de venda de NPLs : uma visão geral ao abrigo do regime jurídico português." Master's thesis, 2020. http://hdl.handle.net/10400.14/33862.

Full text

Abstract:

As operações de venda de portfólios de NPL têm despenhado um papel fundamental nas atividades de desalavancagem dos bancos europeus, com o volume de carteiras transacionadas durante o ano de 2019 a atingir o valor de 102.4 mil milhões de euros na Europa. Embora as instituições de crédito disponham frequentemente de carteiras de NPL através de estruturas de venda bilateral, nos últimos anos tem-se registado um número cada vez maior de operações de titularização neste mercado. Tanto a venda direta de carteiras como a titularização têm características semelhantes e servem propósitos idênticos. N

APA, Harvard, Vancouver, ISO, and other styles

We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!