Affinito, Massimiliano; Tagliaferri, Edoardo - In: Journal of Financial Stability 6 (2010) 4, pp. 189-202
This paper investigates the ex ante determinants of bank loan securitization by using different econometric methods on Italian individual bank data from 2000 to 2006. Our results show that bank loan securitization is a composite decision. Banks that are less capitalized, less profitable, less...
