Securitization and Banks’ Equity Risk
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Bibliographic Info
Article provided by Springer in its journal Journal of Financial Services Research.
Volume (Year): 39 (2011)
Issue (Month): 3 (June)
Pages: 95-117
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102934
Related research
Keywords: 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
References
References listed on IDEASPlease 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.:
- Jan Pieter Krahnen & Christian Wilde, 2006.
"Risk Transfer with CDOs and Systemic Risk in Banking,"
CFS Working Paper Series
2006/04, Center for Financial Studies.
- 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.
- 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.
- Franklin Allen & Elena Carletti, 2005.
"Credit Risk Transfer and Contagion,"
CFS Working Paper Series
2005/25, Center for Financial Studies.
- Allen, Franklin & Carletti, Elena, 2006. "Credit risk transfer and contagion," Journal of Monetary Economics, Elsevier, vol. 53(1), pages 89-111, January.
- 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.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- 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).
- Yener Altunbas & Simone Manganelli & David Marques-Ibanez, 2011. "Bank risk during the financial crisis: do business models matter?," Working Paper Series 1394, European Central Bank.
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