Credit securitization decisions

被引：0
|
作者：
Sarmiento, Camilo [1 ]
机构：
[1] Capital One, Mclean, VA 22102 USA
来源：
APPLIED ECONOMICS LETTERS | 2012年 / 19卷 / 01期
关键词：
securitization; GSE; portfolio; risk;
D O I：
10.1080/13504851.2011.566173
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
To balance capital requirements andmanage credit risk, lenders slice and dice mortgages for securitization versus holding unsecured loans for investment in their portfolios. This article estimates factors that explain credit securitization decisions with Government Sponsor Enterprises (GSEs).
引用
收藏
页码：53 / 56
页数：4
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