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Securitisation in Asia and the Pacific: implications for liquidity and credit risks

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Author Info

  • Jacob Gyntelberg
  • Eli M Remolona

Abstract

A surge in structured finance in Asia and the Pacific has been driven by the securitisation of consumer loans and mortgages, a largely liquidity transforming activity. The securitisation of corporate debt in the region has so far seen relatively few deals but has a largely untapped potential to enhance the allocation of credit risks.

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File URL: http://www.bis.org/publ/qtrpdf/r_qt0606f.pdf
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Bibliographic Info

Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

Volume (Year): (2006)
Issue (Month): (June)
Pages:

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Handle: RePEc:bis:bisqtr:0606f

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References

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  1. Jeffery D Amato & Eli M Remolona, 2003. "The credit spread puzzle," BIS Quarterly Review, Bank for International Settlements, December.
  2. Peter DeMarzo & Darrell Duffie, 1999. "A Liquidity-Based Model of Security Design," Econometrica, Econometric Society, vol. 67(1), pages 65-100, January.
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Cited by:
  1. Eric Chan & Michael Davies & Jacob Gyntelberg, 2006. "The role of government-supported housing finance agencies in Asia," BIS Quarterly Review, Bank for International Settlements, December.
  2. Ahn, Jung-Hyun & Breton, Régis, 2014. "Securitization, competition and monitoring," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 195-210.
  3. Michael Davies & Jacob Gyntelberg & Eric Chan, 2007. "Housing finance agencies in Asia," BIS Working Papers 241, Bank for International Settlements.
  4. Haibin Zhu, 2006. "The structure of housing finance markets and house prices in Asia," BIS Quarterly Review, Bank for International Settlements, December.
  5. Lejot , Paul & Arner, Douglas & Schou-Zibell, Lotte, 2008. "Securitization in East Asia," Working Papers on Regional Economic Integration 12, Asian Development Bank.
  6. Richard Green & Robert Mariano & Andrey Pavlov & Susan Wachter, 2009. "Misaligned Incentives and Mortgage Lending in Asia," Microeconomics Working Papers 22422, East Asian Bureau of Economic Research.
  7. Gabriel Aparici & Fernando Sepúlveda, 2010. "Household Credit Markets During the Financial Crisis of 2008/2009," Working Papers Central Bank of Chile 591, Central Bank of Chile.
  8. Michela Scatigna & Camilo E Tovar, 2007. "Securitisation in Latin America," BIS Quarterly Review, Bank for International Settlements, September.
  9. Byström, Hans, 2007. "Structured Microfinance in China," Working Papers 2007:18, Lund University, Department of Economics.

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