Add to ORKGBased on a sample of U.S. commercial banks from 2002 to 2012, this paper shows that bank loan securitization has a significant and positive impact on both Z-scores and the likelihood of bank failure, indicating a short-term risk reduction and a long-term risk increase effect. We also find disparate impacts between mortgage and non-mortgage securitization. Loan sale activities are found to have a similar impact to securitization
This study investigates the impact of securitization on the credit-risk taking behavior of banks. Us...
This study investigates the impact of securitization on the credit risk-taking behavior of banks. Us...
The securitization expansion preceding the 2007-2009 financial crisis introduced alternative liquidi...
Based on a sample of U.S. commercial banks from 2002 to 2012, this paper shows that bank loan securi...
Based on a sample of U.S. commercial banks from 2002 to 2012, this paper shows that bank loan securi...
The 2007-09 financial crisis highlighted the devastating impact of securitization on the stability o...
The main purpose of this study is to investigate the impact of securitization on bank credit risk-ta...
This paper examines the relation between securitization and bank risk of U.S. bank holding companies...
The main objective of this dissertation is to empirically analysis the effect of securitization acti...
Purpose – Bank securitisation is deemed to have been a major contributing factor to the 2007/2008 f...
The main purpose for this study is to investigate the impact of securitization on banks credit-risk ...
Purpose – Bank securitisation is deemed to have been a major contributing factor to the 2007/2008 f...
We systematically review the recent empirical literature to investigate whether and how securitizati...
This paper provides an examination of the efficacy of asset-backed securitization as a risk manageme...
Using predominantly precrisis U.S. commercial bank data, this paper employs a propensity score match...
This study investigates the impact of securitization on the credit-risk taking behavior of banks. Us...
This study investigates the impact of securitization on the credit risk-taking behavior of banks. Us...
The securitization expansion preceding the 2007-2009 financial crisis introduced alternative liquidi...
Based on a sample of U.S. commercial banks from 2002 to 2012, this paper shows that bank loan securi...
Based on a sample of U.S. commercial banks from 2002 to 2012, this paper shows that bank loan securi...
The 2007-09 financial crisis highlighted the devastating impact of securitization on the stability o...
The main purpose of this study is to investigate the impact of securitization on bank credit risk-ta...
This paper examines the relation between securitization and bank risk of U.S. bank holding companies...
The main objective of this dissertation is to empirically analysis the effect of securitization acti...
Purpose – Bank securitisation is deemed to have been a major contributing factor to the 2007/2008 f...
The main purpose for this study is to investigate the impact of securitization on banks credit-risk ...
Purpose – Bank securitisation is deemed to have been a major contributing factor to the 2007/2008 f...
We systematically review the recent empirical literature to investigate whether and how securitizati...
This paper provides an examination of the efficacy of asset-backed securitization as a risk manageme...
Using predominantly precrisis U.S. commercial bank data, this paper employs a propensity score match...
This study investigates the impact of securitization on the credit-risk taking behavior of banks. Us...
This study investigates the impact of securitization on the credit risk-taking behavior of banks. Us...
The securitization expansion preceding the 2007-2009 financial crisis introduced alternative liquidi...