Employing a unique and hand-collected sample of 648 true sale loan securitization transactions issued by 57 stock … between true sale loan securitization and the issuing banks’ non-performing loans to total assets ratios (NPLRs). We provide … in Europe indicating that issuing banks provided credit enhancement and demonstrated `skin in the game'. Our baseline …

through diversification. In recent years, the development of markets for credit securitization and credit derivatives has … are quite severe. A potential successful application of credit securitization and credit derivatives for managing credit …Banks increasingly recognize the need to measure and manage the credit risk of their loans on a portfolio basis. We …

Procyclicality of credit supply, which refers to the simultaneous movement of credit issued to the non-financial sector …. The impact of credit supply on the financial and real sectors may vary across different economies, and the …

Over the term of a securitization transaction, the concept of non-compliance allows a securitizing bank to classify a … tested and confirmed based on a unique data set. -- Non-compliance ; risk transfer ; securitization …

crisis, indicating that the securitization of this type of credit can reduce the bank risk in the detriment of a lower profit …Considered among of the main causes of the 2007 financial crisis, the credit risk transfer activities deserve nowadays … particular attention. This study discusses the continuous effectiveness of the credit risk transfer activities by investigating …