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~isPartOf:"28th Australasian Finance and Banking Conference"
~isPartOf:"Annual review of financial economics"
~isPartOf:"Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions - Financial Institutions"
~person:"Saunders, Anthony"
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28th Australasian Finance and Banking Conference
Annual review of financial economics
Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions - Financial Institutions
Journal of banking & finance
9
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Issues in the Credit Risk Modeling of Retail Markets
Allen, Linda
;
DeLong, Gayle
;
Saunders, Anthony
-
2003
Retail loan markets create special challenges for credit risk assessment. Borrowers tend to be informationally opaque and borrow relatively infrequently.(...)
Persistent link: https://www.econbiz.de/10005846908
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2
Why and How Do Banks Lay off Credit Risk? The Choice between Retention, Loan Sales and Credit Default Swaps
Beyhaghi, Mehdi
-
2016
Banks have access to different markets for credit risk transfer (CRT), including the credit derivative and the secondary loan markets. We investigate how and why a bank chooses among these markets to hedge the credit risk of a loan. We find that banks with capital and liquidity constraints are...
Persistent link: https://www.econbiz.de/10013003999
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Trends in corporate borrowing
Berg, Tobias
;
Saunders, Anthony
;
Steffen, Sascha
- In:
Annual review of financial economics
13
(
2021
),
pp. 321-340
Persistent link: https://www.econbiz.de/10012612504
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