Showing 1 - 10 of 11
Using a signal extraction framework and looking at OECD countries over a 30 year period this paper attempts to identify a number of variables significant in predicting near-crises as a pre-cursor to full-fledged crises. These include growth in pension assets as an indicator for the development...
Persistent link: https://www.econbiz.de/10015230860
Using a signal extraction framework and looking at OECD countries over a 30 year period this paper attempts to identify a number of variables significant in predicting near-crises as a pre-cursor to full-fledged crises. These include growth in pension assets as an indicator for the development...
Persistent link: https://www.econbiz.de/10009652043
This study investigates the impact of securitization on the credit risk-taking behavior of banks. Using US Bank Holding Company data from 2001 to 2007, we find that banks with a greater balance of outstanding securitized assets choose asset portfolios of lower credit risks. Examining...
Persistent link: https://www.econbiz.de/10010619217
Persistent link: https://www.econbiz.de/10009343740
By using securitization, a bank is able to lower its cost of funding, improve risk management and increase profitability.The key to the realization of the potential benefits of securitization lies in the quality of the underlying receivables, which, in turn, is directly related to the...
Persistent link: https://www.econbiz.de/10013143638
This study investigates the impact of securitization on the credit-risk taking behavior of banks. Using US bank holding company data from 2001 to 2007 we find that banks with a greater balance of outstanding securitized assets choose asset portfolios of lower credit risk. Examining...
Persistent link: https://www.econbiz.de/10013148128
Despite the exorbitant cost of financial crises had highlighted the importance of early warning systems for financial fragility, existing models failed to signal warnings for the 2007-2010 crisis. Using a signal extraction framework and looking at OECD countries over a 27 year period, this paper...
Persistent link: https://www.econbiz.de/10013091666
Persistent link: https://www.econbiz.de/10010344567
Persistent link: https://www.econbiz.de/10009529144
Persistent link: https://www.econbiz.de/10011951497