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Browsing Informes (Departament d'Economia i Empresa) by Author "Daley, Brendan"

Browsing Informes (Departament d'Economia i Empresa) by Author "Daley, Brendan"

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  • Daley, Brendan; Green, Brett; Vanasco, Victoria (2019-06-20)
    We develop a framework to explore the effect of credit ratings on loan origination and securitization. In the model, banks privately screen and originate loans and then issue securities that are backed by loan cash flows. ...

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