Matches in SemOpenAlex for { <https://semopenalex.org/work/W2986565235> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2986565235 endingPage "339" @default.
- W2986565235 startingPage "327" @default.
- W2986565235 abstract "This paper focuses on the risk-return profile of the asset-backed securities deriving from the securitization of non-performing loans (NPLs). We test several hypotheses concerning the portfolio sell price, tranche note size and use of a public guarantee supporting the senior notes. We observe the return distribution of junior notes as a function of the portfolio recovery rate, assuming a lognormal distribution. Moreover, we focus on the probability of achieving selected target returns using a value-at-risk approach. Our results provide evidence that securitization is the most valuable deleveraging strategy from the perspective of both investors and banks." @default.
- W2986565235 created "2019-11-22" @default.
- W2986565235 creator A5016807133 @default.
- W2986565235 creator A5032844464 @default.
- W2986565235 creator A5037243858 @default.
- W2986565235 date "2020-08-01" @default.
- W2986565235 modified "2023-09-27" @default.
- W2986565235 title "Are NPL-backed securities an investment opportunity?" @default.
- W2986565235 cites W2056240720 @default.
- W2986565235 cites W2076057077 @default.
- W2986565235 cites W2077791698 @default.
- W2986565235 cites W3121609486 @default.
- W2986565235 cites W3121716587 @default.
- W2986565235 cites W3122049385 @default.
- W2986565235 cites W3122873245 @default.
- W2986565235 cites W3123035284 @default.
- W2986565235 cites W3125011771 @default.
- W2986565235 doi "https://doi.org/10.1016/j.qref.2019.10.007" @default.
- W2986565235 hasPublicationYear "2020" @default.
- W2986565235 type Work @default.
- W2986565235 sameAs 2986565235 @default.
- W2986565235 citedByCount "8" @default.
- W2986565235 countsByYear W29865652352020 @default.
- W2986565235 countsByYear W29865652352021 @default.
- W2986565235 countsByYear W29865652352022 @default.
- W2986565235 countsByYear W29865652352023 @default.
- W2986565235 crossrefType "journal-article" @default.
- W2986565235 hasAuthorship W2986565235A5016807133 @default.
- W2986565235 hasAuthorship W2986565235A5032844464 @default.
- W2986565235 hasAuthorship W2986565235A5037243858 @default.
- W2986565235 hasConcept C10138342 @default.
- W2986565235 hasConcept C103144560 @default.
- W2986565235 hasConcept C106159729 @default.
- W2986565235 hasConcept C120527767 @default.
- W2986565235 hasConcept C144133560 @default.
- W2986565235 hasConcept C162118730 @default.
- W2986565235 hasConcept C162324750 @default.
- W2986565235 hasConcept C183582576 @default.
- W2986565235 hasConcept C2779019792 @default.
- W2986565235 hasConcept C2780619108 @default.
- W2986565235 hasConcept C2780821815 @default.
- W2986565235 hasConcept C2781271063 @default.
- W2986565235 hasConcept C38652104 @default.
- W2986565235 hasConcept C41008148 @default.
- W2986565235 hasConcept C556758197 @default.
- W2986565235 hasConcept C73283319 @default.
- W2986565235 hasConcept C76178495 @default.
- W2986565235 hasConceptScore W2986565235C10138342 @default.
- W2986565235 hasConceptScore W2986565235C103144560 @default.
- W2986565235 hasConceptScore W2986565235C106159729 @default.
- W2986565235 hasConceptScore W2986565235C120527767 @default.
- W2986565235 hasConceptScore W2986565235C144133560 @default.
- W2986565235 hasConceptScore W2986565235C162118730 @default.
- W2986565235 hasConceptScore W2986565235C162324750 @default.
- W2986565235 hasConceptScore W2986565235C183582576 @default.
- W2986565235 hasConceptScore W2986565235C2779019792 @default.
- W2986565235 hasConceptScore W2986565235C2780619108 @default.
- W2986565235 hasConceptScore W2986565235C2780821815 @default.
- W2986565235 hasConceptScore W2986565235C2781271063 @default.
- W2986565235 hasConceptScore W2986565235C38652104 @default.
- W2986565235 hasConceptScore W2986565235C41008148 @default.
- W2986565235 hasConceptScore W2986565235C556758197 @default.
- W2986565235 hasConceptScore W2986565235C73283319 @default.
- W2986565235 hasConceptScore W2986565235C76178495 @default.
- W2986565235 hasLocation W29865652351 @default.
- W2986565235 hasOpenAccess W2986565235 @default.
- W2986565235 hasPrimaryLocation W29865652351 @default.
- W2986565235 hasRelatedWork W2062070447 @default.
- W2986565235 hasRelatedWork W2085284844 @default.
- W2986565235 hasRelatedWork W2276687039 @default.
- W2986565235 hasRelatedWork W2329100251 @default.
- W2986565235 hasRelatedWork W2986565235 @default.
- W2986565235 hasRelatedWork W3086677874 @default.
- W2986565235 hasRelatedWork W3123559639 @default.
- W2986565235 hasRelatedWork W3123798606 @default.
- W2986565235 hasRelatedWork W3125508353 @default.
- W2986565235 hasRelatedWork W4205171132 @default.
- W2986565235 hasVolume "77" @default.
- W2986565235 isParatext "false" @default.
- W2986565235 isRetracted "false" @default.
- W2986565235 magId "2986565235" @default.
- W2986565235 workType "article" @default.