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Kristina Lützenkirchen

Leibniz University of Hannover

Institut fur Rechnungslegung und WP

Koenigsworther Platz 1

Hannover , 30167

Germany

  • Leibniz University of Hannover

SCHOLARLY PAPERS

2

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233

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Scholarly Papers (2)

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1.

Ratings Based Capital Adequacy for Securitizations

Journal of Banking and Finance, 37, 2013, 5236-5247, CIFR Paper No. 010/2014
Number of pages: 39 Posted: 10 Nov 2013 Last Revised: 15 Nov 2015
Kristina Lützenkirchen, Daniel Roesch and Harald (Harry) Scheule
Leibniz University of Hannover, University of Regensburg and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 180 (420,133)

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Asset-Backed Security, Basel II and III, Collateralized Debt Obligation, Economic Downturn, Mortgage-Backed Securities, Home Equity Loan Securities, Ratings-Based Approach, Regulation, Regulatory Capital, Risk Weights, Securitization

2.

Asset Portfolio Securitizations and Cyclicality of Regulatory Capital

European Journal of Operational Research, 237, 2014, 289-302
Number of pages: 33 Posted: 18 Nov 2015
Kristina Lützenkirchen, Daniel Roesch and Harald (Harry) Scheule
Leibniz University of Hannover, University of Regensburg and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads 53 (1,031,043)

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Asset-backed security, Economic downturn, Impairment, Regulation, Regulatory capital, Mortgage-backed security