. Macroeconomic factors also play a large role explaining the impact of securitization activity on bank lending standards: banks more …We investigate the effect of securitization activity on banks’ lending standards using evidence from pricing behavior … aggressive on their loan pricing practices. This suggests that securitization activity lead to laxer credit standards …

. Macroeconomic factors also play a large role explaining the impact of securitization activity on bank lending standards: banks more …We investigate the effect of securitization activity on banks' lending standards using evidence from pricing behavior … aggressive on their loan pricing practices. This suggests that securitization activity lead to laxer credit standards …

securitization activity on loans' relative credit quality employing a uniquely detailed dataset from the euro-denominated syndicated … securitization, however, the credit quality of borrowers whose loans are securitized deteriorates by more than those in the control … detailed loan-by-loan information on loan credit quality would be useful to reap out the benefits of securitization …

using a sample of European securitization tranches issued in the period 2011-2021. European regulation is based on the … investigated the impact of these methods on the pricing of securitization tranches and found that investors adjust the risk premium …

the effect of competition on realised bank risk (i.e. more intense competition and greater use of securitisation is …

assess the relative importance of cross-border bank spillovers as compared to domestic bank spillovers. The results suggest …

estimated while controlling for the macroeconomic environment. An increase in bank' balance sheet risk is shown to increase the …