[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Determinants of European banks engagement in loan securitization. (2008). Bannier, Christina ; Hansel, Dennis N..
In: Discussion Paper Series 2: Banking and Financial Studies.
RePEc:zbw:bubdp2:7320.

Full description at Econpapers || Download paper

Cited: 9

Citations received by this document

Cites: 33

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Determinants of credit loan securitization in Chinese banking. (2021). Smallwood, Aaron D ; Sheng, Zhenyu ; Li, Jie.
    In: Pacific Economic Review.
    RePEc:bla:pacecr:v:26:y:2021:i:2:p:241-262.

    Full description at Econpapers || Download paper

  2. Did SFAS 166/167 decrease the information asymmetry of securitizing banks?. (2020). Oz, Seda.
    In: The Financial Review.
    RePEc:bla:finrev:v:55:y:2020:i:4:p:557-581.

    Full description at Econpapers || Download paper

  3. Determinants of loan securitization in Chinese banking: Cost-benefit-based analysis. (2019). Zhang, Linlin ; Yin, Yiwen.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18300519.

    Full description at Econpapers || Download paper

  4. Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

    Full description at Econpapers || Download paper

  5. Do reputable issuers provide better-quality securitizations?. (2019). Marques-Ibanez, David ; Deku, Solomon ; Marques-Ibaez, David ; Kara, Alper.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192236.

    Full description at Econpapers || Download paper

  6. Leverage pro-cyclicality and securitization in US banking. (2015). Boitani, Andrea ; Di Giuliantonio, Sonia ; Beccalli, Elena.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:2:p:200-230.

    Full description at Econpapers || Download paper

  7. Determinants of loan securitization in European banking. (2015). Uhde, Andre ; Farruggio, Christian .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:56:y:2015:i:c:p:12-27.

    Full description at Econpapers || Download paper

  8. Credit risk securitization and bank soundness in Europe. (2012). Uhde, Andre ; Michalak, Tobias C..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:3:p:272-285.

    Full description at Econpapers || Download paper

  9. What do we know about banks securitisation? the spanish experience. (2009). Trujillo-Ponce, Antonio ; Medina, Reyes Samaniego ; Riportella, Clara Cardone .
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb093904.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ambrose, B., M. LaCour-Little and A. Sanders, 2003. Does Regulatory Capital Arbitrage or Asymmetric Information Drive Securitization? Mimeo, Ohio State University.

  2. Arrow, K., 1971. Essays in the theory of risk bearing, Markham.
    Paper not yet in RePEc: Add citation now
  3. Ayotte, K.M. and S. Gaon, 2006. Asset-backed securities: Cost and benefits of bankruptcy remotness. Mimeo, Columbia Business School.
    Paper not yet in RePEc: Add citation now
  4. Basel Committee on Banking Supervision, 2005a. Credit risk transfer. Bank for International Settlements. Basel.
    Paper not yet in RePEc: Add citation now
  5. Basel Committee on Banking Supervision, 2005b. International Convergence of Capital Measurement and Capital Standards. Bank for International Settlements. Basel.
    Paper not yet in RePEc: Add citation now
  6. Calomiris, C. and J. Mason, 2004. Credit Card Securitization and Regulatory Arbitrage. Journal of Financial Services Research 26(1):

  7. DeMarzo, P., 2005. The pooling and Tranching of Securities: A Model of Informed Intermediation. Review of Financial Studies 18: 1-36.

  8. Dionne, G. and T. Harchaoui, 2003. Banks Capital, Securitization and Credit Risk: An Empirical Evidence for Canada. Mimeo, HEC Montreal.

  9. Duffie, D. and C. Zhou, 2001. Credit derivatives in banking: Useful tools for managing risk? Journal of Monetary Economics 48: 25-54.

  10. Duffie, D. and N. Garleanu, 2001. Risk and valuation of collateralized debt obligations. Financial Analysts Journal 57: 41-59.
    Paper not yet in RePEc: Add citation now
  11. Firla-Cuchra, M. and T. Jenkinson, 2005. Security Design in the Real World: Why are Securitization Issues Tranched? Mimeo, Oxford University.

  12. Franke, G. and J.P. Krahnen, 2006. Default risk sharing between banks and markets: the contribution of collateralized debt obligations, in: The Risks of Financial Institutions, eds. M. Carey and R. Stulz, pp. 603-633, University of Chicago Press.

  13. Franke, G., M. Herrmann and T. Weber, 2007. On the Design of Collateralized Debt Obligation-Transactions. Working Paper, University of Konstanz.
    Paper not yet in RePEc: Add citation now
  14. Gale, D. and M. Hellwig, 1985. Incentive-compatible debt contracts: the one-periode problem. Review of Economic Studies 52, 647-663.

  15. Gorton, G.B. and G.G. Pennacchi, 1995. Banks and loans sales marketing nonmarketable assets. Journal of Monetary Economics 35: 389-411.

  16. Gorton, G.B. and N. Souleles, 2006. Special purpose vehicles and securitization, in: The Risks of Financial Institutions, eds. M. Carey and R. Stulz, pp. 549-601, University of Chicago Press.

  17. Hansel, D. and J.P. Krahnen, 2007. Does credit securitization reduce bank risk? Evidence from the European CDO market. Mimeo, Goethe-University Frankfurt.
    Paper not yet in RePEc: Add citation now
  18. Hem, J., 2007. Optimization of Credit Enhancements in Collateralized Loan Obligations: The Role of Loss Allocation and Reserve Account. University of Konstanz.
    Paper not yet in RePEc: Add citation now
  19. Hirtle, B., 2007. Credit Derivatives and Bank Credit Supply. Federal Reserve Bank of New York, Staff Reports No. 276.

  20. Hugh, T. 2001. Effects of asset securitization on seller claimants. Journal of Financial Intermediation 10: 306-330.

  21. Instefjord, N., 2005. Risk and hedging: Do credit derivatives increase bank risk? Journal of Banking and Finance 29: 333-345.

  22. International Monetary Fund (2006). The Influence of credit derivatives and structured credit markets on financial stability, Chap. 2 Global Financial Stability Report, April.
    Paper not yet in RePEc: Add citation now
  23. Jiangli, W., M. Pritsker and P. Raupach, 2007. Banking and Securitization. Mimeo, Deutsche Bundesbank.
    Paper not yet in RePEc: Add citation now
  24. Jobst, A., 2002. Collateralised Loan Obligations (CLO5)- a primer. Working Paper Series: Finance and Accounting No. 96, Johann Wolfgang Goethe-Universitat. Frankfurt am Main.
    Paper not yet in RePEc: Add citation now
  25. Krahnen, J.P. and C. Wilde, 2006. Risk transfer with CDOs and systemic risk in banking. Working Paper. Frankfurt am Main.

  26. Krahnen, J.P., 2005. Der Handel von Kreditrisiken: Eine neue Dimension des Kapitalmarktes. Working Paper Series Finance and Accounting, No. 152, GoetheUniversity Frankfurt.

  27. Lockwood, L.J., R.C. Rutherford and M.J. Herrera, 1996. Wealth effects of asset securitization. Journal of Banking and Finance, 20, 151-164.

  28. Loutskina, E. and P. Strahan, 2006. Securitization and the declining impact of bank finance on loan supply: evidence from mortgage acceptance rates. Mimeo, Boston College.

  29. Minton, B.A., A. Sanders and P. Strahan, 2004. Securitization by Banks and Finance Companies: Efficient Financial Contracting or Regulatory Arbitrage? Mimeo, Ohio State University.

  30. Minton, B.A., R. Stulz and R. Williamson, 2005. How much do banks use credit derivatives to reduce risk? Mimeo, Ohio State University.

  31. Myers, St. and N.S. Majluf, 1984. Corporate Financing and Investment Decisions when Firms have Information that Investors Do Not Have. Journal of Financial Economics 13, 187-221.

  32. Townsend, R., 1979. Optimal contracts and competitive markets with costly state verification. Journal of Economic Theory 21, 265-293.

  33. Uzun, H. and E. Webb, 2006. Securitizing Banks: Comparisons and Determinants. Mimeo, Long Island University.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities. (2017). Gerardi, Kristopher ; Frame, W ; Adelino, Manuel.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2014-04.

    Full description at Econpapers || Download paper

  2. SECURITIZATION AND CREDIT RISK IN THE BRAZILIAN ECONOMY. (2016). de Mendonça, Helder ; Barcelos, Vivian Iris ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira .
    In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting].
    RePEc:anp:en2014:115.

    Full description at Econpapers || Download paper

  3. The Paradox of Judicial Foreclosure: Collateral Value Uncertainty and Mortgage Rates. (2015). Seiler, Michael ; Harrison, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:50:y:2015:i:3:p:377-411.

    Full description at Econpapers || Download paper

  4. Securitization and mortgage default. (2015). Elul, Ronel .
    In: Working Papers.
    RePEc:fip:fedpwp:15-15.

    Full description at Econpapers || Download paper

  5. Securitization and lending standards: Evidence from the European wholesale loan market. (2015). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1141.

    Full description at Econpapers || Download paper

  6. Determinants of loan securitization in European banking. (2015). Uhde, Andre ; Farruggio, Christian .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:56:y:2015:i:c:p:12-27.

    Full description at Econpapers || Download paper

  7. Securitization and credit risk: Empirical evidence from an emerging economy. (2015). de Mendonça, Helder ; deMendona, Helder Ferreira ; Barcelos, Vivian Iris ; de Mendona, Helder Ferreira.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:32:y:2015:i:c:p:12-28.

    Full description at Econpapers || Download paper

  8. Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta.
    In: MPRA Paper.
    RePEc:pra:mprapa:55118.

    Full description at Econpapers || Download paper

  9. Mortgage Loan Securitization and Relative Loan Performance. (2014). Krainer, John ; Laderman, Elizabeth .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:45:y:2014:i:1:p:39-66.

    Full description at Econpapers || Download paper

  10. Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion. (2014). Gabbi, Giampaolo ; Kalbaska, Alesia ; Vercelli, Alessandro.
    In: Working papers.
    RePEc:fes:wpaper:wpaper56.

    Full description at Econpapers || Download paper

  11. Subprime cohorts and loan performance. (2014). Sengupta, Rajdeep ; Bhardwaj, Geetesh .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:41:y:2014:i:c:p:236-252.

    Full description at Econpapers || Download paper

  12. Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence. (2014). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:40:y:2014:i:c:p:388-402.

    Full description at Econpapers || Download paper

  13. The Economics of Securitization: Evidence from the European Markets. (2014). Pinto, João.
    In: Working Papers de Economia (Economics Working Papers).
    RePEc:cap:wpaper:022014.

    Full description at Econpapers || Download paper

  14. Securitisation and banking risk: What do we know so far?. (2014). Kara, Alper ; Altunbas, Yener ; Ozkan, Aydin.
    In: Working Papers.
    RePEc:bng:wpaper:14006.

    Full description at Econpapers || Download paper

  15. Is the Canadian banking system really “stronger” than the U.S. one?. (2013). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
    In: RePAd Working Paper Series.
    RePEc:pqs:wpaper:022013.

    Full description at Econpapers || Download paper

  16. The Shareholder Wealth Effects of Insurance Securitization: Preliminary Evidence from the Catastrophe Bond Market. (2013). Hagendorff, Jens ; Keasey, Kevin.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:44:y:2013:i:3:p:281-301.

    Full description at Econpapers || Download paper

  17. Market-oriented banking, financial stability and macro-prudential indicators of leverage. (2013). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:27:y:2013:i:c:p:13-34.

    Full description at Econpapers || Download paper

  18. Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis. (2013). Gallo, Angela ; Battaglia, Francesca .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:274-286.

    Full description at Econpapers || Download paper

  19. Is the Canadian Banking System Really ¡°Stronger¡± than the U.S. One?. (2013). Calmès, Christian ; Calms, Christian ; Thoret, Raymond .
    In: Review of Economics & Finance.
    RePEc:bap:journl:130401.

    Full description at Econpapers || Download paper

  20. Bank systemic risk and the business cycle: Canadian and U.S. evidence. (2012). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
    In: RePAd Working Paper Series.
    RePEc:pqs:wpaper:022012.

    Full description at Econpapers || Download paper

  21. The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter. (2012). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
    In: RePAd Working Paper Series.
    RePEc:pqs:wpaper:012012.

    Full description at Econpapers || Download paper

  22. Securitization and monetary transmission mechanism: evidence from italy (1999-2009). (2012). Lopreite, Milena.
    In: Economics Department Working Papers.
    RePEc:par:dipeco:2012-ep04.

    Full description at Econpapers || Download paper

  23. Securitization. (2012). Metrick, Andrew ; Gorton, Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18611.

    Full description at Econpapers || Download paper

  24. Asymmetric Information in the Subprime Mortgage Market. (2012). Kau, James ; Keenan, Donald ; Lyubimov, Constantine ; Slawson, V..
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:44:y:2012:i:1:p:67-89.

    Full description at Econpapers || Download paper

  25. Why do UK banks securitize?. (2012). cerrato, mario ; Crosby, John ; Choudhry, Moorad ; Olukuru, John .
    In: Working Papers.
    RePEc:gla:glaewp:2012_06.

    Full description at Econpapers || Download paper

  26. Securitization, risk-transferring and financial instability: The case of Spain. (2012). Marques-Ibanez, David ; Carbo Valverde, Santiago ; Carb-Valverde, Santiago ; Rodrguez-Fernndez, Francisco .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:1:p:80-101.

    Full description at Econpapers || Download paper

  27. Adverse selection in mortgage securitization. (2012). Yavas, Abdullah ; Agarwal, Sumit ; Chang, Yan .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:3:p:640-660.

    Full description at Econpapers || Download paper

  28. Capital incentives and adequacy for securitizations. (2012). Scheule, Harald ; Rösch, Daniel, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:733-748.

    Full description at Econpapers || Download paper

  29. Effect of Securitization on the Bank’s Equity Risk in the U.S.. (2012). Poramapojn, Pituwan .
    In: Applied Economics Journal.
    RePEc:aej:apecjn:v:19:y:2012:i:1:p:68-86.

    Full description at Econpapers || Download paper

  30. Securitization and Lending Standards : Evidence from the Wholesale Loan Market. (2011). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper.
    In: Discussion Paper.
    RePEc:tiu:tiucen:d82c3ad1-2bb3-4108-80cd-0ce43bb2ed9a.

    Full description at Econpapers || Download paper

  31. Securitization and bank intermediation function. (2011). Zagonov, Maxim.
    In: MPRA Paper.
    RePEc:pra:mprapa:34961.

    Full description at Econpapers || Download paper

  32. Bank systemic risk and the business cycle: An empirical investigation using Canadian data. (2011). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond .
    In: RePAd Working Paper Series.
    RePEc:pqs:wpaper:322011.

    Full description at Econpapers || Download paper

  33. Securitization and Bank Intermediation Function. (2011). Zagonov, Maxim.
    In: Finance.
    RePEc:nos:wuwpfi:zagonov-wpsz2011.

    Full description at Econpapers || Download paper

  34. Determinants of off-balance sheet usage in private banks. (2011). Cooper, Elizabeth W..
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:28:y:2011:i:4:p:248-259.

    Full description at Econpapers || Download paper

  35. Cherry picking in subprime mortgage securitizations: Which subprime mortgage loans were sold by depository institutions prior to the crisis of 2007?. (2011). Henderson, Christopher ; Calem, Paul ; Liles, Jonathan .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:20:y:2011:i:2:p:120-140.

    Full description at Econpapers || Download paper

  36. Securitization and lending standards: evidence from the wholesale loan market. (2011). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper ; Marques-Ibaez, David .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111362.

    Full description at Econpapers || Download paper

  37. A Model for Bank’s Optimal Asset Securitization Program. (2010). Hosono, Kaoru ; Egami, Masahiko.
    In: Discussion papers.
    RePEc:kue:dpaper:e-10-003.

    Full description at Econpapers || Download paper

  38. What drives bank securitisation? The Spanish experience. (2010). Trujillo-Ponce, Antonio ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:11:p:2639-2651.

    Full description at Econpapers || Download paper

  39. Why do (or did?) banks securitize their loans? Evidence from Italy. (2010). Affinito, Massimiliano ; Tagliaferri, Edoardo .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:4:p:189-202.

    Full description at Econpapers || Download paper

  40. Why do (or did?) banks securitize their loans? Evidence from Italy. (2010). Affinito, Massimiliano ; Tagliaferri, Edoardo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_741_10.

    Full description at Econpapers || Download paper

  41. The dependency of the banks assets and liabilities: evidence from Germany. (2009). Schertler, Andrea ; Memmel, Christoph.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:200914.

    Full description at Econpapers || Download paper

  42. Mortgage loan securitization and relative loan performance. (2009). Krainer, John ; Laderman, Elizabeth .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2009-22.

    Full description at Econpapers || Download paper

  43. Private equity and regulatory capital. (2009). Charlier, Erwin ; Bongaerts, Dion .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:7:p:1211-1220.

    Full description at Econpapers || Download paper

  44. What do we know about banks securitisation? the spanish experience. (2009). Trujillo-Ponce, Antonio ; Medina, Reyes Samaniego ; Riportella, Clara Cardone .
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb093904.

    Full description at Econpapers || Download paper

  45. Determinants of European banks engagement in loan securitization. (2008). Bannier, Christina ; Hansel, Dennis N..
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:7320.

    Full description at Econpapers || Download paper

  46. Implicit recourse and credit card securitizations: What do fraud losses reveal?. (2008). Kish, Andrew A. ; VERMILYEA, TODD A. ; Webb, Elizabeth R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1198-1208.

    Full description at Econpapers || Download paper

  47. Determinants of banks engagement in loan securitization. (2007). Bannier, Christina E. ; Hansel, Dennis N..
    In: Frankfurt School - Working Paper Series.
    RePEc:zbw:fsfmwp:85.

    Full description at Econpapers || Download paper

  48. The Basel II Reform and Retail Credit Markets. (2005). Krahnen, Jan ; Claessens, Stijn ; Lang, William .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:28:y:2005:i:1:p:5-13.

    Full description at Econpapers || Download paper

  49. The GSE implicit subsidy and the value of government ambiguity. (2005). Passmore, Wayne.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-05.

    Full description at Econpapers || Download paper

  50. Securitization by Banks and Finance Companies: Efficient Financial Contracting or Regulatory Arbitrage?. (2004). Sanders, Anthony ; Strahan, Philip E. ; Minton, Bernadette .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-25.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-01 16:38:45 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.