A documentation of some recent changes in the market for loan sales, using a tobit model to relate quantities of loans bought and sold to bank size, capital, risk, and funding mode.Bank loans
This paper analyzes the determinants of spreads on syndicated bank lending to emerging markets, trea...
In this thesis I study the determinants of the funding structure of banks. In the first essay, I doc...
A review of four papers that model market-based (as opposed to regulatory-based) forces driving the ...
An examination of the continuing strength of the loan sales market, documenting its growth during th...
An examination of the role of foreign banks in the loan sales market, finding that the motives for l...
This paper examines the information content of the announcement of the sale of a borrower’s loan by ...
Theories of financial intermediation predict that bank loans should not be marketable because of mor...
Banks are increasingly using secondary loan sales to manage credit risk and diversify their portfoli...
This paper examines the secondary market for loan sales, focusing on whether loan contract design ca...
Bank lending traditionally involves the extension of credit that is held by the originating bank unt...
Changes in net lending hide the much larger and more variable gross lending flows. We present a seri...
This paper examines how the correlation structure of loan returns within a bank s loan portfolio a.e...
Purpose – The purpose of this study is to examine the impact of interest rates on the size and the m...
When a loan is sold, it goes to a lower-cost financing source than its originator. Yet, lending mark...
We demonstrate a link between the twin storms underlying the current financial crisis – the market f...
This paper analyzes the determinants of spreads on syndicated bank lending to emerging markets, trea...
In this thesis I study the determinants of the funding structure of banks. In the first essay, I doc...
A review of four papers that model market-based (as opposed to regulatory-based) forces driving the ...
An examination of the continuing strength of the loan sales market, documenting its growth during th...
An examination of the role of foreign banks in the loan sales market, finding that the motives for l...
This paper examines the information content of the announcement of the sale of a borrower’s loan by ...
Theories of financial intermediation predict that bank loans should not be marketable because of mor...
Banks are increasingly using secondary loan sales to manage credit risk and diversify their portfoli...
This paper examines the secondary market for loan sales, focusing on whether loan contract design ca...
Bank lending traditionally involves the extension of credit that is held by the originating bank unt...
Changes in net lending hide the much larger and more variable gross lending flows. We present a seri...
This paper examines how the correlation structure of loan returns within a bank s loan portfolio a.e...
Purpose – The purpose of this study is to examine the impact of interest rates on the size and the m...
When a loan is sold, it goes to a lower-cost financing source than its originator. Yet, lending mark...
We demonstrate a link between the twin storms underlying the current financial crisis – the market f...
This paper analyzes the determinants of spreads on syndicated bank lending to emerging markets, trea...
In this thesis I study the determinants of the funding structure of banks. In the first essay, I doc...
A review of four papers that model market-based (as opposed to regulatory-based) forces driving the ...