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Category: Liquidity

November 2022

Comparing CB, ABS and Corporate Bond Liquidity

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April 2022

Comparing ABS and Covered Bond Liquidity

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November 2017

Drivers of Liquidity in the EU Corporate Bond Market

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February 2016

Top Down Stress Testing for Bank Financial Statements: A Case Study

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July 2014

High Quality Securitisation: An Empirical Analysis of the PCS Definition

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January 2014

Covered Bond versus ABS Liquidity

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November 2012

Top Down Stress Testing for Bank Financial Statements: A Case Study

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September 2010

Bank Liquidity Standards: A Microeconomic Analysis

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May 2008

Determinants of Asset-Backed Security Prices in Crisis Periods

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May 2004

How Risky are Structured Exposures Compared to Corporate Bonds? 

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