different combinations of bank asset and funding sources and assess their impact on the mortgage crisis. We then estimate how … distinct strategies have affected bank profitability and risk before the crisis, and what impact they have put on the mortgage …

bank off-balance sheet activities, for instance through the development of Special Purpose Vehicles, with specific … attention to the US context. In particular, this work aims to examine whether and how the increase in off-balance sheet credit … exposure to credit derivatives, mainly due to loan securitisation, may have affected the growth rate of loans over the past few …