Asset securitization, cross holdings, and systemic risk in banking
Year of publication: |
2023
|
---|---|
Authors: | Xiao, Shuhua ; Zhu, Shushang ; Wu, Ying |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 67.2023, p. 1-25
|
Subject: | Asset securitization | Banking system | Cross holdings | Systemic risk | Verbriefung | Securitization | Systemrisiko | Bank | Finanzkrise | Financial crisis | Bankrisiko | Bank risk |
-
Market perception of bank risk and securitization in Spain
Iglesias Casal, Ana, (2016)
-
Effects of securitization and covered bonds on bank stability
Arif, Ahmed, (2020)
-
Kozubovska, Mariolia, (2017)
- More ...
-
Credit Asset Securitization, Cross Holdings, and Systemic Risk in Banking
Xiao, Shuhua, (2022)
-
Portfolio selection with marginal risk control
Zhu, Shushang, (2010)
-
Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie, (2013)
- More ...