Search Results - "Ibáñez Hernández, Francisco J."

Multi-tranche securitisation structures: more than just a zero-sum game? by Peña-Cerezo, Miguel Á., Rodríguez-Castellanos, Arturo, Ibáñez-Hernández, Francisco J.

“…This paper explains multi-tranche structuring and the yield that securitisation bonds offer by incorporating several factors into a comprehensive model…”
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Countercyclical capital buffers: credit-to-GDP ratio versus credit growth by Ibáñez-Hernández, Francisco J., Peña-Cerezo, Miguel Á., Araujo, Andrés

“…This article provides a comparative analysis of the performance of the credit growth variable compared to the credit-to-GDP ratio as an early warning indicator…”
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Primary yield and multitranche structure in securitization issues: Explicative factors. A review by Peña-Cerezo, Miguel A, Rodríguez-Castellanos, Arturo, Ibáñez-Hernández, Francisco J

“…The reasons for the strong rise in the securitization phenomenon up until the start of the “subprime crisis” need to be analysed. According to many authors,…”
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Corporate governance and procyclicality in a banking crisis: Empirical evidence and implications by Ibáñez-Hernández, Francisco J., Peña-Cerezo, Miguel A., Araujo-de-la-Mata, Andrés

“…This paper presents our analysis of a complete financial data set on the population of Spanish deposit institutions for the last credit cycle. This information…”
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Does rating shopping exist in spanish securitization issues? by Peña Cerezo, Miguel Á., Rodríguez Castellanos, Arturo, Ibáñez Hernández, Francisco J.

“…Debt issue credit ratings can lead to conflicts of interest as the issuer itself is entrusted with contracting and compensating the rating agency. Into the…”
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Los determinantes de la rentabilidad primaria de los bonos de titulización hipotecaria: la influencia de las estructuras multitramo by Peña-Cerezo, Miguel Á., Rodríguez-Castellanos, Arturo, Ibáñez-Hernández, Francisco J.

“…Este artículo analiza los determinantes de la rentabilidad primaria de los bonos de titulización hipotecaria (conocidos en la literatura como mortgage backed…”
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Identifying credit procyclicality processes and the impact of statistical provision in Spain: analysis of bank financial statements / Identificación de procesos de prociclicidad crediticia e impacto de la provisión estadística en España: análisis de estados financieros bancarios by Ibáñez-Hernández, Francisco J., Peña-Cerezo, Miguel Á., de la Mata, Andrés Araujo

“…This paper considers credit procyclicality processes for Spanish deposit institutions using the macro- and micro-prudential methods for the period from 1984 to…”
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Los determinantes de la rentabilidad primaria de los bonos de titulizacion hipotecaria: la influencia de las estructuras multitramo by Peña-Cerezo, Miguel Á, Rodríguez-Castellanos, Arturo, Ibáñez-Hernández, Francisco J

“…This article analyzes the determinants of the primary profitability of mortgage-backed securities (MBS) issued in Spain between 1993 and 2011, a period during…”
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Identifying credit procyclicality processes and the impact of statistical provision in Spain: analysis of bank financial statements by Ibáñez-Hernández, Francisco J., Peña-Cerezo, Miguel Á., Araujo de la Mata, Andrés

“…This paper considers credit procyclicality processes for Spanish deposit institutions using the macro- and micro-prudential methods for the period from 1984 to…”
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Does rating shopping exist in spanish securitization issues?/¿Existe el rating shopping en las emisiones de titulización españolas? by Peña-Cerezo, Miguel Á, Rodríguez-Castellanos, Arturo, Ibáñez-Hernández, Francisco J

“…Debt issue credit ratings can lead to conflicts of interest as the issuer itself is entrusted with contracting and compensating the rating agency. Into the…”
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Determinants of the primary profitability of mortgage-backed securities: the influence of multiframe structures/Los determinantes de la rentabilidad primaria de los bonos de titulizacion hipotecaria: la influencia de las estructuras multitramo/Les determinants de la rentabilite primaire des bons de titrisation hypothecaire: l'importance des structures multi branches by Pena-Cerezo, Miguel A, Rodriguez-Castellanos, Arturo, Ibanez-Hernandez, Francisco J

“…This article analyzes the determinants of the primary profitability of mortgage-backed securities (MBS) issued in Spain between 1993 and 2011, a period during…”
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