Why do (or did?) banks securitize their loans? Evidence from Italy

This paper investigates the ex-ante determinants of bank loan securitization by using different econometric methods on Italian individual bank data from 2000 to 2006. Our results show that bank loan securitization is a composite decision. Banks that are less capitalized, less profitable, less liquid and burdened with troubled loans are more likely to perform securitization, for a larger amount and earlier.

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Year of publication:	2010-01
Authors:	Affinito, Massimiliano ; Tagliaferri, Edoardo
Institutions:	Banca d'Italia
Subject:	securitization \| credit risk transfer \| capital requirements \| liquidity needs

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Extent:	application/pdf
Series:	Temi di discussione (Economic working papers).
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 741
Classification:	G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation ; C23 - Models with Panel Data ; C24 - Truncated and Censored Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008480534