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Does securitization of corporate loans lead to riskier lending?

Bord, Vitaly M.; Santos, João A. C. - In: Journal of money, credit and banking : JMCB 47 (2015) 2/3, pp. 415-444

Persistent link: https://www.econbiz.de/10010519150

Tying loan interest rates to borrowers' CDS spreads

Ivanov, Ivan T.; Santos, João A. C.; Vo, Thu - 2014

Persistent link: https://www.econbiz.de/10011280246

The transformation of banking : tying loan interest rates to borrowers' CDS spreads

Ivanov, Ivan T.; Santos, João A. C.; Vo, Thu - 2013

We investigate how the introduction of market-based pricing, the practice of tying loan interest rates to credit …

Persistent link: https://www.econbiz.de/10010250693

The transformation of banking : tying loan interest rates to borrowers' CDS spreads

Ivanov, Ivan T.; Santos, João A. C.; Vo, Thu - In: The journal of corporate finance : contracting, … 38 (2016), pp. 150-165

Persistent link: https://www.econbiz.de/10011508861

Do banks propagate debt market shocks?

Hale, Galina; Santos, João A. C. - In: Journal of financial economic policy 6 (2014) 3, pp. 270-310

Persistent link: https://www.econbiz.de/10010490584

Does Securitization of Corporate Loans Lead to Riskier Lending?

Bord, Vitaly - 2014

We investigate whether the securitization of corporate loans affected banks' lending standards. We find that during the boom years of the CLO business, loans sold to CLOs at the time of their origination underperform matched unsecuritized loans originated by the same bank. This finding is robust...

Persistent link: https://www.econbiz.de/10013068057

Liquidity Risk, and Maturity Management over the Credit Cycle

Mian, Atif R. - 2018

We show that firm demand-side factors are strong drivers of procyclical refinancing be- havior over the credit cycle … using novel data from the Shared National Credit program. Firms are more likely to refinance early when credit conditions … are good to keep the ef- fective maturity of their loans long and hedge against having to refinance in tight credit …

Persistent link: https://www.econbiz.de/10012940254

Banks' Exposure to Rollover Risk and the Maturity of Corporate Loans

Paligorova, Teodora - 2016

In this paper, we show that when banks increase their use of wholesale funding they shorten the maturity of loans to corporations. This effect appears to be linked to banks' exposure to rollover risk resulting from their increasing use of short-term uninsured funding. Banks that use more...

Persistent link: https://www.econbiz.de/10013006666

Monetary policy and bank risk-taking : evidence from the corporate loan market

Paligorova, Teodora; Santos, João A. C. - In: Journal of financial intermediation 30 (2017), pp. 35-49

Persistent link: https://www.econbiz.de/10011822416

Banks' exposure to rollover risk and the maturity of corporate loans

Paligorova, Teodora; Santos, João A. C. - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1739-1765

Persistent link: https://www.econbiz.de/10011804351