Securitization and Banks’ Equity Risk
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Bibliographic InfoArticle provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 39 (2011)
Issue (Month): 3 (June)
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Web page: http://www.springerlink.com/link.asp?id=102934
Securitization; Bank equity risk; Systematic risk; Banking; G21; G12; G24;
Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- G. Dionne & T. M. Harchaoui, 2002. "Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada," THEMA Working Papers 2002-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Hatice Uzun & Elizabeth Webb, 2007. "Securitization and risk: empirical evidence on US banks," Journal of Risk Finance, Emerald Group Publishing, vol. 8(1), pages 11-23, January.
- Krahnen, Jan Pieter & Wilde, Christian, 2006. "Risk Transfer with CDOs and Systemic Risk in Banking," CEPR Discussion Papers 5618, C.E.P.R. Discussion Papers.
- Allen, Franklin & Carletti, Elena, 2006.
"Credit risk transfer and contagion,"
Journal of Monetary Economics,
Elsevier, vol. 53(1), pages 89-111, January.
- Krahnen, Jan Pieter & Wilde, Christian, 2008.
"Risk transfer with CDOs,"
CFS Working Paper Series
2008/15, Center for Financial Studies (CFS).
- repec:cfs:cfswop:wp200604 is not listed on IDEAS
- Altunbas, Yener & Marqués-Ibáñez, David & Manganelli, Simone, 2011.
"Bank risk during the financial crisis: do business models matter?,"
Working Paper Series
1394, European Central Bank.
- Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2012. "Bank Risk during the Financial Crisis: Do business models matter?," Working Papers 12003, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
- Pituwan Poramapojn, 2012. "Effect of Securitization on the Bank’s Equity Risk in the U.S," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 19(1), pages 68-86, June.
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