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Citations for "Securitization without risk transfer"

by Viral V. Acharya & Philipp Schnabl & Gustavo Suarez

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  1. Morris, Charles & Hoenig, Thomas, 2011. "Restructuring the Banking System to Improve Safety and Soundness," MPRA Paper 47614, University Library of Munich, Germany, revised Dec 2012.
  2. Pierre-Olivier Gourinchas & Hélène Rey & Kai Truempler, 2011. "The Financial Crisis and The Geography of Wealth Transfers," NBER Working Papers 17353, National Bureau of Economic Research, Inc.
  3. Weiß, Gregor N.F. & Bostandzic, Denefa & Neumann, Sascha, 2014. "What factors drive systemic risk during international financial crises?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 41(C), pages 78-96.
  4. W. Scott Frame & Lawrence J. White, 2014. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 14-02, New York University, Leonard N. Stern School of Business, Department of Economics.
  5. Martin, Antoine & Skeie, David & von Thadden, Ernst-Ludwig, 2014. "The fragility of short-term secured funding markets," Journal of Economic Theory, Elsevier, Elsevier, vol. 149(C), pages 15-42.
  6. Peter Olson, 2012. "Regulation’s role in bank changes," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue Jul, pages 1-8.
  7. Tobias Adrian & Adam B. Ashcraft & Nicola Cetorelli, 2013. "Shadow bank monitoring," Staff Reports, Federal Reserve Bank of New York 638, Federal Reserve Bank of New York.
  8. Viral V. Acharya & Irvind Gujral & Nirupama Kulkarni & Hyun Song Shin, 2011. "Dividends and Bank Capital in the Financial Crisis of 2007-2009," NBER Working Papers 16896, National Bureau of Economic Research, Inc.
  9. Martín-Oliver, Alfredo & Ruano, Sonia & Salas-Fumás, Vicente, 2013. "Why high productivity growth of banks preceded the financial crisis," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 22(4), pages 688-712.
  10. Jeremy Bulow & Paul Klemperer, 2013. "Market-Based Bank Capital Regulation," Economics Papers 2013-W12, Economics Group, Nuffield College, University of Oxford.
  11. Marcin Kacperczyk & Philipp Schnabl, 2011. "Implicit Guarantees and Risk Taking: Evidence from Money Market Funds," NBER Working Papers 17321, National Bureau of Economic Research, Inc.
  12. Gian-Maria Milesi-Ferretti & Philip R. Lane, 2010. "The Cross-Country Incidence of the Global Crisis," IMF Working Papers 10/171, International Monetary Fund.
  13. Charles Bean, 2010. "Joseph Schumpeter Lecture The Great Moderation, The Great Panic, and The Great Contraction," Journal of the European Economic Association, MIT Press, MIT Press, vol. 8(2-3), pages 289-325, 04-05.
  14. Andrei Shleifer & Robert Vishny, 2011. "Fire Sales in Finance and Macroeconomics," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 25(1), pages 29-48, Winter.
  15. Li, Zhe & Sun, Jianfei, 2011. "Bank competition, securitization and risky investment," MPRA Paper 34173, University Library of Munich, Germany.
  16. Nicole Boyson & Rüdiger Fahlenbrach & René M. Stulz, 2014. "Why Do Banks Practice Regulatory Arbitrage? Evidence from Usage of Trust Preferred Securities," NBER Working Papers 19984, National Bureau of Economic Research, Inc.
  17. Acharya, Viral V. & Skeie, David, 2011. "A model of liquidity hoarding and term premia in inter-bank markets," Journal of Monetary Economics, Elsevier, Elsevier, vol. 58(5), pages 436-447.
  18. Anat Admati & Martin Hellwig, 2013. "Does Debt Discipline Bankers? An Academic Myth about Bank Indebtedness," INET Research Notes 24, Institute for New Economic Thinking (INET).
  19. Hamid Mehran & Alan Morrison & Joel Shapiro, 2011. "Corporate governance and banks: what have we learned from the financial crisis?," Staff Reports, Federal Reserve Bank of New York 502, Federal Reserve Bank of New York.
  20. Matthew J. Eichner & Donald L. Kohn & Michael G. Palumbo, 2013. "Financial Statistics for the United States and the Crisis: What Did They Get Right, What Did They Miss, and How Could They Change?," NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy National Bureau of Economic Research, Inc.
  21. Nicola Gennaioli, 2012. "A Model of Shadow Banking," 2012 Meeting Papers, Society for Economic Dynamics 89, Society for Economic Dynamics.
  22. Sarkisyan, Anna & Casu, Barbara, 2013. "Retained interests in securitisations and implications for bank solvency," Working Paper Series, European Central Bank 1538, European Central Bank.
  23. Viral V. Acharya & Douglas Gale & Tanju Yorulmazer, 2011. "Rollover Risk and Market Freezes," Journal of Finance, American Finance Association, American Finance Association, vol. 66(4), pages 1177-1209, 08.
  24. Georges Dionne & Olfa Maalaoui Chun, 2013. "Default and Liquidity Regimes in the Bond Market during the 2002-2012 Period," Cahiers de recherche, CIRPEE 1322, CIRPEE.
  25. Joshua Gallin, 2013. "Shadow banking and the funding of the nonfinancial sector," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-50, Board of Governors of the Federal Reserve System (U.S.).
  26. Admati, Anat R. & DeMarzo, Peter M. & Hellwig, Martin F. & Pfleiderer, Paul, 2010. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity Is Not Expensive," Research Papers, Stanford University, Graduate School of Business 2065, Stanford University, Graduate School of Business.
  27. Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
  28. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow banking: a review of the literature," Staff Reports, Federal Reserve Bank of New York 580, Federal Reserve Bank of New York.
  29. Viral V. Acharya & Nada Mora, 2011. "Are banks passive liquidity backstops? deposit rates and flows during the 2007-2009 crisis," Research Working Paper, Federal Reserve Bank of Kansas City RWP 11-06, Federal Reserve Bank of Kansas City.
  30. Thomas F. Cosimano & Dalia Hakura, 2011. "Bank Behavior in Response to Basel Iii," IMF Working Papers 11/119, International Monetary Fund.
  31. Acharya, Viral V. & Cooley, Thomas & Richardson, Matthew & Walter, Ingo, 2011. "Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises," ADBI Working Papers, Asian Development Bank Institute 264, Asian Development Bank Institute.
  32. Martin, A. & Skeie, D. & Thadden, E.L. von, 2010. "Repo Runs," Discussion Paper, Tilburg University, Center for Economic Research 2010-44S, Tilburg University, Center for Economic Research.
  33. Fligstein, Neil & Goldstein, Adam, 2012. "Sucker Punched by the Invisible Hand," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley qt1754s7tz, Institute of Industrial Relations, UC Berkeley.
  34. Martin Hellwig, 2010. "Capital Regulation after the Crisis: Business as Usual?," Working Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods 2010_31, Max Planck Institute for Research on Collective Goods.
  35. Sebnem Kalemli-Ozcan & Bent Sorensen & Sevcan Yesiltas, 2011. "Leverage Across Firms, Banks, and Countries," NBER Working Papers 17354, National Bureau of Economic Research, Inc.
  36. Ralph De Haas & Neeltje Van Horen, 2011. "Running for the exit: international banks and crisis transmission," Working Papers, European Bank for Reconstruction and Development, Office of the Chief Economist 124, European Bank for Reconstruction and Development, Office of the Chief Economist.
  37. Viral V. Acharya & Ouarda Merrouche, 2010. "Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-prime Crisis," NBER Working Papers 16395, National Bureau of Economic Research, Inc.
  38. Tobias Adrian & Daniel Covitz & Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-21, Board of Governors of the Federal Reserve System (U.S.).
  39. Ralph S.J. Koijen & Motohiro Yogo, 2013. "Shadow Insurance," NBER Working Papers 19568, National Bureau of Economic Research, Inc.
  40. Armen Hovakimian & Edward J. Kane & Luc Laeven, 2012. "Variation in Systemic Risk at US Banks During 1974-2010," NBER Working Papers 18043, National Bureau of Economic Research, Inc.
  41. Erel, Isil & Nadauld, Taylor & Stulz, Rene M., 2011. "Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2011-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  42. Jokivuolle, Esa & Keppo, Jussi, 2014. "Bankers' compensation: Sprint swimming in short bonus pools?," Research Discussion Papers, Bank of Finland 2/2014, Bank of Finland.
  43. Song Han & Dan Li, 2011. "The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market," Working Papers 052011, Hong Kong Institute for Monetary Research.
  44. Jason Allen & Ali Hortaçsu & Jakub Kastl, 2011. "Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada," Working Papers, Bank of Canada 11-17, Bank of Canada.
  45. Tobias Adrian & Adam B. Ashcraft, 2012. "Shadow banking regulation," Staff Reports, Federal Reserve Bank of New York 559, Federal Reserve Bank of New York.
  46. Acharya, Viral V., 2012. "The Dodd-Frank Act and Basel III: Intentions, Unintended Consequences, and Lessons for Emerging Markets," ADBI Working Papers, Asian Development Bank Institute 392, Asian Development Bank Institute.
  47. Joshua Gallin, 2013. "Shadow Banking and the Funding of the Nonfinancial Sector," NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy National Bureau of Economic Research, Inc.
  48. 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, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 19(1), pages 68-86, June.
  49. Akay, Ozgur (Ozzy) & Griffiths, Mark D. & Kotomin, Vladimir & Winters, Drew B., 2013. "A look inside AMLF: What traded and who benefited," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(5), pages 1643-1657.
  50. Isil Erel & Taylor D. Nadauld & René M. Stulz, 2011. "Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?," NBER Working Papers 17269, National Bureau of Economic Research, Inc.
  51. Apergis, Nicholas, 2014. "The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions," Journal of International Money and Finance, Elsevier, Elsevier, vol. 45(C), pages 61-73.
  52. Arvind Krishnamurthy & Stefan Nagel & Dmitry Orlov, 2012. "Sizing Up Repo," NBER Working Papers 17768, National Bureau of Economic Research, Inc.
  53. Dennis Kuo & David Skeie & James Vickery & Thomas Youle, 2013. "Identifying term interbank loans from Fedwire payments data," Staff Reports, Federal Reserve Bank of New York 603, Federal Reserve Bank of New York.
  54. Asaf Manela & Zhiguo He, 2012. "Information Acquisition in Rumor-Based Bank Runs," 2012 Meeting Papers, Society for Economic Dynamics 170, Society for Economic Dynamics.
  55. Mike Mariathasan & Ouarda Merrouche, 2012. "The Manipulation of Basel Risk-Weights. Evidence from 2007-10," Economics Series Working Papers 621, University of Oxford, Department of Economics.
  56. Jie (Jack) He & Jun 'QJ' Qian & Philip E. Strahan, 2011. "Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities," NBER Working Papers 17238, National Bureau of Economic Research, Inc.
  57. Acharya, Viral V. & Khandwala, Hemal & Sabri Öncü, T., 2013. "The growth of a shadow banking system in emerging markets: Evidence from India," Journal of International Money and Finance, Elsevier, Elsevier, vol. 39(C), pages 207-230.
  58. Bertay, A.C., 2014. "The Transmission of Real Estate Shocks Through Multinational Banks," Discussion Paper, Tilburg University, Center for Economic Research 2014-011, Tilburg University, Center for Economic Research.
  59. Adrian, Tobias, 2014. "Financial stability policies for shadow banking," Staff Reports, Federal Reserve Bank of New York 664, Federal Reserve Bank of New York.
  60. Bakk-Simon, Klára & Borgioli, Stefano & Giron, Celestino & Hempell, Hannah Sabine & Maddaloni, Angela & Recine, Fabio & Rosati, Simonetta, 2012. "Shadow banking in the Euro area: an overview," Occasional Paper Series 133, European Central Bank.
  61. Randall S. Kroszner & Philip E. Strahan, 2011. "Financial Regulatory Reform: Challenges Ahead," American Economic Review, American Economic Association, American Economic Association, vol. 101(3), pages 242-46, May.
  62. Vives, Xavier, 2011. "Strategic complementarity, fragility, and regulation," IESE Research Papers, IESE Business School D/928, IESE Business School.
  63. Herrala, Risto, 2014. "Forward-looking reaction to bank regulation," Working Paper Series, European Central Bank 1645, European Central Bank.
  64. Beltratti, Andrea & Stulz, René M., 2012. "The credit crisis around the globe: Why did some banks perform better?," Journal of Financial Economics, Elsevier, Elsevier, vol. 105(1), pages 1-17.
  65. Augustin Landier & David Thesmar, 2011. "Regulating Systemic Risk through Transparency: Trade-Offs in Making Data Public," NBER Chapters, in: Risk Topography: Systemic Risk and Macro Modeling, pages 31-44 National Bureau of Economic Research, Inc.
  66. Jack Favilukis & David Kohn & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2012. "International Capital Flows and House Prices: Theory and Evidence," NBER Working Papers 17751, National Bureau of Economic Research, Inc.
  67. Yuliya Demyanyk & Elena Loutskina, 2012. "Mortgage companies and regulatory arbitrage," Working Paper 1220R, Federal Reserve Bank of Cleveland.
  68. Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2013. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive," Working Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods 2013_23, Max Planck Institute for Research on Collective Goods.
  69. Nuno Cassola & Ali Hortacsu & Jakub Kastl, 2009. "The 2007 Subprime Market Crisis Through the Lens of European Central Bank Auctions for Short-Term Funds," Discussion Papers, Stanford Institute for Economic Policy Research 08-039, Stanford Institute for Economic Policy Research.
  70. Edward Kane, 2010. "Redefining and Containing Systemic Risk," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 38(3), pages 251-264, September.
  71. Paraschiv, Florentina & Qin, Minzi, 2013. "Extreme Spillover Between Shadow Banking and Regular Banking," Working Papers on Finance 1312, University of St. Gallen, School of Finance.
  72. Carlos O. Arteta & Mark S. Carey & Ricardo Correa & Jason Kotter, 2008. "Which banks sponsored ABCP vehicles and why?," Proceedings, Federal Reserve Bank of Chicago 1072, Federal Reserve Bank of Chicago.
  73. Nada Mora, 2010. "Can banks provide liquidity in a financial crisis?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 31-67.
  74. Ahn, Jung-Hyun & Breton, Régis, 2014. "Securitization, competition and monitoring," Journal of Banking & Finance, Elsevier, Elsevier, vol. 40(C), pages 195-210.
  75. Zhiguo He & Asaf Manela, 2012. "Information Acquisition in Rumor Based Bank Runs," NBER Working Papers 18513, National Bureau of Economic Research, Inc.
  76. Philippon, Thomas & Schnabl, Philipp, 2011. "Informational Rents, Macroeconomic Rents, and Efficient Bailouts," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8216, C.E.P.R. Discussion Papers.
  77. Manmohan Singh, 2013. "The Economics of Shadow Banking," RBA Annual Conference Volume, Reserve Bank of Australia, in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
  78. Stefan Nagel, 2014. "The Liquidity Premium of Near-Money Assets," NBER Working Papers 20265, National Bureau of Economic Research, Inc.
  79. Benjamin J. Keys & Tomasz Piskorski & Amit Seru & Vikrant Vig, 2012. "Mortgage Financing in the Housing Boom and Bust," NBER Chapters, in: Housing and the Financial Crisis, pages 143-204 National Bureau of Economic Research, Inc.
  80. Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, Elsevier, vol. 10(C), pages 20-31.
  81. Viral V. Acharya & T. Sabri Öncü, 2013. "A Proposal for the Resolution of Systemically Important Assets and Liabilities: The Case of the Repo Market," International Journal of Central Banking, International Journal of Central Banking, International Journal of Central Banking, vol. 9(1), pages 291-351, January.
  82. Kiema, Ilkka & Jokivuolle, Esa, 2014. "Does a leverage ratio requirement increase bank stability?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 39(C), pages 240-254.
  83. Song Han & Dan Li, 2010. "The fragility of discretionary liquidity provision - lessons from the collapse of the auction rate securities market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2010-50, Board of Governors of the Federal Reserve System (U.S.).
  84. Matthew J. Eichner & Donald L. Kohn & Michael G. Palumbo, 2010. "Financial statistics for the United States and the crisis: what did they get right, what did they miss, and how should they change?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2010-20, Board of Governors of the Federal Reserve System (U.S.).
  85. Lucyna Gornicka, 2014. "Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees," Tinbergen Institute Discussion Papers 14-035/VI/DSF74, Tinbergen Institute.