It is narrated from Sayyiduna Wahshi bin Harb (may Allah be pleased with him) that when Allah granted Sayyidah Safiyyah (may Allah be pleased with her) to the Prophet (peace and blessings be upon him) as spoils of war, he (peace and blessings be upon him) said to his Companions: "What is your opinion about this slave girl?" They said: The people say that you have the most right to her and are the most entitled to her. He (peace and blessings be upon him) said: "I have freed her and married her, and I have made her freedom her dowry (mahr)." A man said: O Messenger of Allah! The wedding feast (walimah)? He (peace and blessings be upon him) said: "The walimah is a duty, the second (day) is a good custom, and the third is boastfulness and a cause of hardship."
Hadith Referenceالمعجم الكبير للطبراني / باب الواو / 18582