Sara Malekan

HEC Montreal - Department of Finance

3000 Chemin de la Cote-Sainte-Catherine

Montreal, Quebec H3T 2A7

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

248

CITATIONS

1

Scholarly Papers (2)

1.

Securitization and Optimal Retention Under Moral Hazard

Number of pages: 13 Posted: 15 Apr 2012 Last Revised: 09 May 2012
Sara Malekan and Georges Dionne
HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Downloads 155 (120,129)
Citation 1

Abstract:

Securitization, optimal retention, moral hazard, principal-agent model, default, screening, monitoring

2.

Optimal Form of Retention for Securitized Loans Under Moral Hazard

Number of pages: 28 Posted: 29 Nov 2015
Georges Dionne and Sara Malekan
HEC Montreal - Department of Finance and HEC Montreal - Department of Finance
Downloads 0 (355,535)

Abstract:

Securitization, optimal retention, moral hazard, principal-agent model, tranching, credit enhancement, conditional loss distribution.