We examine the impact of banks' liquidity risk management on secondary loan sales. We track the dynamics of bank loan … importance of bank liquidity risk management as a motivation for loan sales, in addition to the credit risk transfer motive …

We examine the impact of banks' liquidity risk management on secondary loan sales. We track the dynamics of bank loan … importance of bank liquidity risk management as a motivation for loan sales, in addition to the credit risk transfer motive …

structure of short-term funding markets and financial stability. We also investigate design features of an ON RRP facility that …

mortgages that underlie the MBS no longer share in the prepayment risk of the securities, thereby increasing incentives to …

particular, shadow banks, by pooling different loans, improve on the diversification of their idiosyncratic risk and increase the …

distinguish between risk- and mispricing-based anomalies. …

question. Using Kalman Filter techniques, we estimate the risk exposure dynamics of a large sample of live and dead equity long … there exists a nonlinear relationship between activeness and performance. Using raw returns as a measure of performance, it … is found that more active funds outperform the less active ones. However, when risk adjusted returns are used to measure …