Concepedia

Synthetic Securitization

Synthetic Securitization is a structured finance technique that belongs to the class of credit risk transfer mechanisms, distinguished from traditional securitization by its use of credit derivatives rather than direct asset transfers to convey exposure to a pool of underlying assets.

8

Publications

300

Citations

19

Authors

13

Institutions

Publications per year

2017–2026

1

Parents

Publications

8

Commercializing biomedical research through securitization techniques

Jose-Maria Fernandez, Roger M. Stein, Andrew W. Lo · Nature Biotechnology · 2012 · 127 citations · Full text

, , +11

Securitization and Asset Prices.

Yunus Aksoy, Henrique S. Basso · SSRN Electronic Journal · 2015 · 48 citations · Full text

, , +17

Coherent global market simulations and securitization measures for counterparty credit risk

Claudio Albanese, Toufik Bellaj, Guillaume Gimonet et al. · Quantitative Finance · 2010 · 42 citations

, , +16

Synthetic CDOs

Laurie S. Goodman · The Journal of Derivatives · 2002 · 25 citations

, , +16

Loss Allocation in Securitization Transactions

Günter Franke, Markus Herrmann, Thomas A. Weber · Journal of Financial and Quantitative Analysis · 2012 · 23 citations · Full text

, , +14

1–5 of 8

Authors

19

  1. CA
    Claudio Albanese

    Imperial College London, United Kingdom

    2 publications · 54 citations

    2

    h-index

  2. GP
    Giacomo Pietronero

    2 publications · 54 citations

    2

    h-index

  3. DR
    Dmitriy Rodionov

    Peter the Great St. Petersburg Polytechnic University, Russia

    1 publications · 13 citations

    1

    h-index

  4. VM
    Volodymyr Mishchenko

    Taras Shevchenko National University of Kyiv, Ukraine

    1 publications · 10 citations

    1

    h-index

  5. TB
    Toufik Bellaj

    1 publications · 42 citations

    1

    h-index

1–5 of 19

Institutions

13

  1. IIT@MIT

    Cambridge, United States

    1 h-index

    1 publications

    127 citations

  2. Union Bank of Switzerland

    Zurich, Switzerland

    1 h-index

    1 publications

    25 citations

  3. Alpha Environmental (United States)

    Emerson, United States

    1 h-index

    1 publications

    127 citations

  4. Taras Shevchenko National University of Kyiv

    Kyiv, Ukraine

    1 h-index

    1 publications

    10 citations

  5. Banking University

    Kyiv, Ukraine

    1 h-index

    1 publications

    10 citations

  6. St Petersburg University

    Saint Petersburg, Russia

    1 h-index

    1 publications

    10 citations

  7. Moody's Corporation (United States)

    New York, United States

    1 h-index

    1 publications

    127 citations

  8. Herrenknecht (Germany)

    Schwanau, Germany

    1 h-index

    2 publications

    46 citations

1–8 of 13

Venues

  1. SSRN Electronic Journal

    Repository · 2 publications · 60 citations

    2

    h-index

  2. Nature Biotechnology

    1 publications · 127 citations

    1

    h-index

  3. The Journal of Derivatives

    1 publications · 25 citations

    1

    h-index

  4. Journal of Financial and Quantitative Analysis

    JFQA · 1 publications · 23 citations

    1

    h-index

  5. 1

    h-index

1–5