We assess the effect of securitization activity on banks' lending rates employing a uniquely detailed dataset from the …, the relative level of securitization activity by the originating bank is not related to narrower lending spreads. Our … results suggest that while the credit cycle seems to have a major impact of lending standards, the effect of securitization …

We assess the effect of securitization activity on banks' lending rates employing a uniquely detailed dataset from the …, the relative level of securitization activity by the originating bank is not related to narrower lending spreads. Our … results suggest that while the credit cycle seems to have a major impact of lending standards, the effect of securitization …

securitization activity on loans' relative credit quality employing a uniquely detailed dataset from the euro-denominated syndicated … securitization, however, the credit quality of borrowers whose loans are securitized deteriorates by more than those in the control … detailed loan-by-loan information on loan credit quality would be useful to reap out the benefits of securitization. …

risk securitization announcements in European banking. Baseline results hold when comparing estimated wealth effects with a … find that the nexus between credit risk securitization, the issuing banks' overall risk exposure and wealth effects is …

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 … from several subsample regressions reveal that determinants of loan securitizations in Europe depend on the transaction …

potential discrepancies in risk-taking behavior. We subdivide our sample into two sub-samples (East Europe and West Europe …

We provide an estimate of the size of the shadow banking sector in Europe. We compare it to the shadow banking sector … aspects of hedge funds activities and exchange-traded funds. According to our estimates, the shadow banking sector in Europe … banking sector liabilities in Europe and 130% in the U.S. Beyond data uncertainties for Europe, the difference with the U …

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 …