services, which may be provided by many firms. However, despite the prevalence of structured finance instruments in Europe, the …

services, which may be provided by many firms. However, despite the prevalence of structured finance instruments in Europe, the …

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 …

using a sample of European securitization tranches issued in the period 2011-2021. European regulation is based on the … investigated the impact of these methods on the pricing of securitization tranches and found that investors adjust the risk premium …

. -- Bankenregulierung ; Verbriefung ; Selbstbehalt ; Interbankenmarkt …

and risk of the securitization market and its contribution to shadow banking. The analysis outlines the reasons why … are applied to the securitization market and assessed through the FVCs' balance sheet. The analysis, however, highlights … indicators. According to the proposed indicators, at the end of 2016, the Italian securitization market is smaller and less risky …

Securitization is considered to be one of the biggest financial innovations of the last century. It is also regarded as … credit markets, aspects of the global securitization market are now struggling to revive. In this paper, I discuss the role … that ethics played in securitization prior to the 2008 financial crisis and find that it is not an obvious story of moral …

The 2008 global financial crisis highlights the importance of securitization and crash risk. Yet there is a dearth of … papers exploring the link between securitization and crash risk. We analyze 7,096 securitization deals made by large European … listed banks between 2000 and 2017. Our paper provides evidence that bank risk declines in the year of the securitization and …