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 … their effects on the bank risk, liquidity and profitability before the crisis event and contributes to the recent scarce …

of bank failure is sufficiently large, the surplus as well. Our results in overall highlight the need to take into …