#2702. Do investors value frequent issuers in securitization?

December 2026publication date
Proposal available till 29-05-2025
4 total number of authors per manuscript4500 $

The title of the journal is available only for the authors who have already paid for
Journal’s subject area:
Economics, Econometrics and Finance (miscellaneous);
Finance;
Accounting;
Places in the authors’ list:
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Abstract:
The article analyzes the value of private issuers to investors in securitization markets by examining the initial yield spread of 6132 European Mortgage-Backed Securities (MBS) over a 20-year period from 1999 to 20XX. The results show that frequent issuers have certification value, which increases as the credit cycle approaches its peak, as credit standards weaken and information asymmetries increase in securitization markets.
Keywords:
Bank-borrower distance; MBS pricing; Rating shopping; Securitization

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