Vivian van Breemen

274 References Agarwal, S., Ambrose, B. W., Yildirim, Y., & Zhang, J. (2021). Risk retention rules and the issuance of commercial mortgage backed securities. Journal of Real Estate Finance and Economics. https://doi.org/10.1007/s11146-021-09837-1 Bektić, D., & Hachenberg, B. (2021). European arbitrage CLOs and risk retention. European Journal of Finance 27(18), 1791-1803. https://doi.org/10.1080/1351 847X.2021.1900887 Breemen, V. van, Fabozzi, F. J., & Vink, D. (2023). Intensified competition and the impact on credit ratings in the RMBS market. Financial Markets, Institutions & Instruments, forthcoming. https://doi.org/10.1111/fmii.12170 Chouliara, E., & Martino, E. D. (2021). Risk retention in securitization and empty creditors [Working paper]. EBI Working Paper Series No. 91. https://doi. org/10.2139/ssrn.3824733 Demiroglu, C., & James, C. (2012). How important is having skin in the game? Originator- sponsor affiliation and losses on mortgage-backed securities. Review of Financial Studies, 25(11), 3217–3258. https://doi.org/10.2139/ssrn.1530231 Demyanyk, Y., & Van Hemert, O. (2009). Understanding the subprime mortgage crisis. Review of Financial Studies, 24(6), 1848–1880. https://doi.org/10.1093/rfs/ hhp033 European Banking Authority (EBA). (2014a). Guidelines on significant credit risk transfer relating to Articles 243 and Article 244 of Regulation 575/2013 (EBA/ GL/2014/05). https://www.eba.europa.eu/regulation-and-policy/ securitisation-and-covered-bonds/guidelines-on-significant-risk-transfer-srt- for-securitisation-transactions European Banking Authority (EBA). (2014b). EBA report on securitization risk retention, due diligence and disclosure. https://www.eba.europa.eu/sites/default/ documents/files/documents/10180/534414/b152ba27-9a02-4d82-82a0e05c8123a7df/Securitisation%20Risk%20Retention%20Report.pdf?retry=1 European Banking Authority (EBA). (2022). EBA final draft regulatory technical standards (EBA/RTS/2022/04). https://www.eba.europa.eu/sites/default/ documents/files/document_library/Publications/Draft%20Technical%20 Sr et aqnu di raermd se/n2t 0s %2 22/0Ef Bo rA%- R2T0Ss-e2c0u2r 2i t-i 0s a4t%i o2n0s R%T2S0%/ 12 00 3o 0n 4%9210/rFi isnka%l %2 02 r0eDt er anftti %o n2%0 2 0 RTS%20on%20Risk%20Retention%20in%20securitisation.pdf Fabozzi, F. J., van Breemen, V., Vink, D., Nawas, M., & Gengos, A. (2022). How much do iCnLvOesptroirms arreylymoanrckreetd. it ratings: Empirical evidence from the U.S. and E.U. Journal of Financial Services Research, 2022 https://doi. org/10.1007/s10693-021-00372-x Furfine, C. H. (2014). Complexity and loan performance: Evidence from the securitization of commercial mortgages. The Review of Corporate Finance Studies, 2(2), 154– 187. https://doi.org/10.1093/rcfs/cft008 Hibbeln, M. T., & Osterkamp, W. (2020). The impact of risk retention on the pricing of scefmcu?raibtisztartaicotn_isd[=U2n1p1u2b0l0is2hed work]. https://papers.ssrn.com/sol3/papers.

RkJQdWJsaXNoZXIy MTk4NDMw