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The Stock Market Response to Securitisation Announcements of Turkish Banks
Sezer, Tuna - 2012
This paper analyses the impact of securitisation announcements on the originator banks' share prices. In order to verify any significant impact, an event study methodology applied to the securitisation transaction announcements for the banks listed in Istanbul Stock Exchange Market (ISEM)...
Persistent link: https://www.econbiz.de/10013109835
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Why Do Banks Securitise? Evidence from Italy
Mazzuca, Maria - 2009
We explore the motivations underlying the securitization transactions placed by the Italian banks from 1999 to 2006. By …
Persistent link: https://www.econbiz.de/10013155228
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Does Securitization Impair Bank Lending Relationship?
Lin, Yupeng - 2017
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 …
Persistent link: https://www.econbiz.de/10012954878
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Does Securitization Impair Bank Lending Relationship?
Lin, Yupeng - 2017
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 …
Persistent link: https://www.econbiz.de/10012962747
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Bank Lending Decisions and the Value Effect of Loan Announcements : New Evidence from the Sensitivity between Bank Loans and Firm Performance Adjusted for Earnings Management in Ch...
Cui, Huanyu - 2017
This paper explores the puzzle of inconsistent findings in regard to bank lending decisions and the negative response to bank loan announcements in China. Using firm performance before and after the lending decisions, adjusted for the effects of earnings management, we are able to examine not...
Persistent link: https://www.econbiz.de/10012968435
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Modeling Operational Risk Incorporating Reputation Risk : An Integrated Analysis for Financial Firms
Eckert, Christian - 2015
It has been shown in the empirical literature that operational losses of financial firms can cause severe reputational losses, which, however, are typically not taken into account when modeling and assessing operational risk. The aim of this paper is to fill this gap by assessing the...
Persistent link: https://www.econbiz.de/10013029291
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Profitability analysis of mergers and acquisitions : an event study approach
Dilshad, Mehroz Nida - In: Business and Economic Research : BER 3 (2013) 1, pp. 89-125
Persistent link: https://www.econbiz.de/10009779783
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Investigation on the credit risk transfer effects on the banking stability and performance
Younes, R. - In: Cogent economics & finance 10 (2022) 1, pp. 1-21
performance. Nevertheless, the effect of residential mortgage loans securitization on bank risk appeared to be negative after the … crisis, indicating that the securitization of this type of credit can reduce the bank risk in the detriment of a lower profit …
Persistent link: https://www.econbiz.de/10013435725
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The Effects of Securitization on Banks’ Performance : Evidence from Italy
Mazzuca, Maria - 2011
Persistent link: https://www.econbiz.de/10013121450
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An Assessment of the Shadow Banking Sector in Europe
Bouveret, Antoine - 2012
We provide an estimate of the size of the shadow banking sector in Europe. We compare it to the shadow banking sector in the U.S. and discuss potential extensions and open issues related to data availability as well as the inclusion of aspects of hedge funds activities and exchange-traded funds....
Persistent link: https://www.econbiz.de/10013108750