Vivian M. van Breemen

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Nyenrode Business University

Straatweg 25

P.O. Box 130

Breukelen, 3620 AC

Netherlands

  • European Central Bank (ECB)

  • Nyenrode Business University

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Intensified Competition and the Impact on Credit Ratings in the RMBS Market

ECB Working Paper No. 2022/2691
Number of pages: 53 Posted: 30 Jul 2022
Vivian M. van Breemen, Frank J. Fabozzi and Dennis Vink
European Central Bank (ECB), Johns Hopkins University - Carey Business School and Nyenrode Business University
Downloads 67 (643,101)

Abstract:

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competitive pressure, credit rating agencies, rating quality

2.

Risk Retention in the European Securitization Market: Skimmed by the Skin-in-The-Game Methods?

ECB Working Paper No. 2023/2837
Number of pages: 48 Posted: 03 Aug 2023
Vivian M. van Breemen, Claudia Schwarz and Dennis Vink
European Central Bank (ECB), European Central Bank (ECB) and Nyenrode Business University
Downloads 55 (707,181)

Abstract:

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credit ratings, primary issuance spread, risk retention rule