Showing 1 - 10 of 123
securitization activity, weak supervision for bank capital and too low for too long monetary policy rates. Conversely, low long …
Persistent link: https://www.econbiz.de/10011605294
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 …
Persistent link: https://www.econbiz.de/10011605408
securitization activity, weak supervision for bank capital and too low for too long monetary policy rates. Conversely, low long …
Persistent link: https://www.econbiz.de/10013138019
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 …
Persistent link: https://www.econbiz.de/10013122538
Using US bank holding company data for the period 2001 to 2007, this paper examines the relationship between banks' retained interests in securitisations and insolvency risk. We find that the provision of credit enhancements and guarantees significantly increases bank insolvency risk, albeit...
Persistent link: https://www.econbiz.de/10013083209
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 …
Persistent link: https://www.econbiz.de/10012963923
We examine the link between issuer reputation and mortgage-backed security (MBS) performance using a sample of 4 …
Persistent link: https://www.econbiz.de/10012893310
We find that the increased use of securitisation activity in the banking sector prior to the 2007-2009 crisis augmented the effect of competition on realised bank risk (i.e. more intense competition and greater use of securitisation is correlated with higher levels of realised risk) during the...
Persistent link: https://www.econbiz.de/10013054085
illustrative: this country experienced a pronounced housing bubble partly funded via spectacular developments in its securitization …
Persistent link: https://www.econbiz.de/10013316032
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 …
Persistent link: https://www.econbiz.de/10014349343