assets are traded in the market. The authors take into consideration the securitization process, through which mortgage loans … demand for deposits by speculative households and realized capital gains on selling of mortgage-backed securities in the … private banking behavior. -- Securitization ; stock-flow consistent modelling ; active banking …

We study whether and how corporate loan securitization through collateralized loan obligations (CLOs) has changed the … business from the same borrower. The new loans from this securitization-funded relationship lender, when compared to loans from … securitized. Our results suggest that lending relationship is impaired as securitization weakens monitoring efforts and reduces …

We study whether and how corporate loan securitization through collateralized loan obligations (CLOs) has changed the … business from the same borrower. The new loans from this securitization-funded relationship lender, when compared to loans from … securitized. Our results suggest that lending relationship is impaired as securitization weakens monitoring efforts and reduces …

’ securitization of mortgages. Banks with longer-maturity liabilities are more capable of taking the interest rate risk and therefore … jumbo mortgages, which can not be securitized through Fannie Mae and Freddie Mac. Moreover, household mortgage refinancing …

separately considers mortgage and non-mortgage securitization, conducts a discrete analysis of regulatory changes in … recommendations to help support the positive dynamics of mortgage lending and securitization development in the Russian Federation. …Purpose: The study is aimed not only at determining the current state of the bank asset securitization market but also …

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 … securitization, for a larger amount and earlier …

1997 to 2010, this paper provides empirical evidence that loan securitization in Europe is a composite decision based on … change when separately investigating securitization transactions during the pre-crisis and crisis period. Moreover, results …

probability that banks securitize mortgage loans. This result is driven by an 11 basis point increase in deposit costs and …