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Citations for "Banks and Loan Sales: Marketing Non-Marketable Assets"

by Gary Gorton & George Pennacchi

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  1. Schaber, Albert, 2008. "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration, University of Munich, Munich School of Management 7956, University of Munich, Munich School of Management.
  2. Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards: Evidence from the Wholesale Loan Market," Discussion Paper, Tilburg University, Center for Economic Research 2011-081, Tilburg University, Center for Economic Research.
  3. repec:dgr:uvatin:2012142 is not listed on IDEAS
  4. Sarkisyan, Anna & Casu, Barbara, 2013. "Retained interests in securitisations and implications for bank solvency," Working Paper Series, European Central Bank 1538, European Central Bank.
  5. Ahn, Jung-Hyun & Breton, Régis, 2014. "Securitization, competition and monitoring," Journal of Banking & Finance, Elsevier, Elsevier, vol. 40(C), pages 195-210.
  6. Gary B. Gorton, 2008. "The Panic of 2007," NBER Working Papers, National Bureau of Economic Research, Inc 14358, National Bureau of Economic Research, Inc.
  7. Ugo Albertazzi & Ginette Eramo & Leonardo Gambacorta & Carmelo Salleo, 2011. "Securitization is not that evil after all," BIS Working Papers, Bank for International Settlements 341, Bank for International Settlements.
  8. Erik Gilje & Elena Loutskina & Philip E. Strahan, 2013. "Exporting Liquidity: Branch Banking and Financial Integration," NBER Working Papers, National Bureau of Economic Research, Inc 19403, National Bureau of Economic Research, Inc.
  9. Darius Palia & Ben Sopranzetti, 2004. "Securitizing Accounts Receivable," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 22(1), pages 29-38, January.
  10. Spiros Bougheas, 2012. "Pooling, Tranching and Credit Expansion," CESifo Working Paper Series, CESifo Group Munich 3859, CESifo Group Munich.
  11. Minton, Bernadette A. & Stulz, Rene M. & Williamson, Rohan, 2005. "How Much Do Banks Use Credit Derivatives to Reduce Risk?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2005-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  12. Agarwal, Sumit & Amromin, Gene & Ben-David, Itzhak & Chomsisengphet, Souphala & Evanoff, Douglas D., 2011. "The Role of Securitization in Mortgage Renegotiation," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2011-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  13. Christophe Godlewski, 2009. "L’organisation des syndicats bancaires en France:taille, concentration et réputation," Revue Finance Contrôle Stratégie, revues.org, revues.org, vol. 12(3), pages 37-63, September.
  14. Wittenberg-Moerman, Regina, 2008. "The role of information asymmetry and financial reporting quality in debt trading: Evidence from the secondary loan market," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 46(2-3), pages 240-260, December.
  15. Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2011. "Crisis Resolution and Bank Liquidity," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 24(6), pages 2166-2205.
  16. Pennacchi, George G., 2005. "Risk-based capital standards, deposit insurance, and procyclicality," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 14(4), pages 432-465, October.
  17. Antonio Nicolo’ & Loriana Pelizzon, 2006. "Credit Derivatives, Capital Requirements and Opaque OTC Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari" 2006_58, Department of Economics, University of Venice "Ca' Foscari".
  18. Hänsel, Dennis N. & Bannier, Christina E., 2008. "Determinants of European banks' engagement in loan securitization," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre 2008,10, Deutsche Bundesbank, Research Centre.
  19. Riachi, Ilham & Schwienbacher, Armin, 2013. "Securitization of corporate assets and executive compensation," Journal of Corporate Finance, Elsevier, Elsevier, vol. 21(C), pages 235-251.
  20. Charles Calomiris & Joseph Mason, 2004. "Credit Card Securitization and Regulatory Arbitrage," Journal of Financial Services Research, Springer, Springer, vol. 26(1), pages 5-27, August.
  21. Arping, Stefan, 2014. "Credit protection and lending relationships," Journal of Financial Stability, Elsevier, Elsevier, vol. 10(C), pages 7-19.
  22. Claudia Champagne & Lawrence Kryzanowski, 2009. "Do internationally cross-listed non-US firms obtain more favorable terms for syndicated loans?," Managerial Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 35(7), pages 548-578, June.
  23. Miguel A. Segoviano Basurto & Bradley Jones & Peter Lindner & Johannes Blankenheim, 2013. "Securitization: Lessons Learned and the Road Ahead," IMF Working Papers, International Monetary Fund 13/255, International Monetary Fund.
  24. Di Cesare, Antonio, 2009. "Securitization and Bank Stability," MPRA Paper, University Library of Munich, Germany 16831, University Library of Munich, Germany.
  25. Liu, Luke, 2011. "Securitization and moral hazard: Does security price matter?," MPRA Paper, University Library of Munich, Germany 35004, University Library of Munich, Germany.
  26. Casolaro, Luca & Focarelli, Dario & Pozzolo, Alberto Franco, 2003. "The Pricing Effect of Certification on Bank Loans: Evidence from the Syndicated Credit Market," Economics & Statistics Discussion Papers, University of Molise, Dept. EGSeI esdp03010, University of Molise, Dept. EGSeI.
  27. Gary Gorton & Richard Rosen, . "Corporate Control, Portfolio Choice, and the Decline of Banking," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research 02-93, Wharton School Rodney L. White Center for Financial Research.
  28. Ioannidou, V. & Pierides, Y., 2003. "The Bank's Choice of Financing and the Correlation Structure of Loan Returns," Discussion Paper, Tilburg University, Center for Economic Research 2003-51, Tilburg University, Center for Economic Research.
  29. Minton, Bernadette & Sanders, Anthony & Strahan, Philip E., 2004. "Securitization by Banks and Finance Companies: Efficient Financial Contracting or Regulatory Arbitrage?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2004-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  30. Zagonov, Maxim, 2011. "Securitization and bank intermediation function," MPRA Paper, University Library of Munich, Germany 34961, University Library of Munich, Germany, revised Sep 2011.
  31. Stefan Arping, 2012. "Credit Protection and Lending Relationships," Tinbergen Institute Discussion Papers, Tinbergen Institute 12-142/IV/DSF48, Tinbergen Institute.
  32. Antonio Nicolo' & Loriana Pelizzon, 2005. "Credit Derivatives: Capital Requirements and Strategic Contracting," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" 0006, Dipartimento di Scienze Economiche "Marco Fanno".
  33. Cebenoyan, A. Sinan & Strahan, Philip E., 2004. "Risk management, capital structure and lending at banks," Journal of Banking & Finance, Elsevier, Elsevier, vol. 28(1), pages 19-43, January.
  34. Hendrik Hakenes & Isabel Schnabel, 2009. "Credit Risk Transfer and Bank Competition," Working Paper Series of the Max Planck Institute for Research on Collective Goods, Max Planck Institute for Research on Collective Goods 2009_33, Max Planck Institute for Research on Collective Goods.
  35. Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, Elsevier, vol. 10(C), pages 20-31.
  36. Giannetti, Mariassunta & Laeven, Luc, 2012. "The flight home effect: Evidence from the syndicated loan market during financial crises," Journal of Financial Economics, Elsevier, Elsevier, vol. 104(1), pages 23-43.
  37. Daniel M. Covitz & Nellie Liang & Gustavo A. Suarez, 2009. "The evolution of a financial crisis: panic in the asset-backed commercial paper market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2009-36, Board of Governors of the Federal Reserve System (U.S.).
  38. Christophe J. Godlewski, 2008. "What Drives the Arrangement Timetable of Bank Loan Syndication ?," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg 2008-02, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
  39. Benmelech, Efraim & Dlugosz, Jennifer & Ivashina, Victoria, 2012. "Securitization without adverse selection: The case of CLOs," Journal of Financial Economics, Elsevier, Elsevier, vol. 106(1), pages 91-113.
  40. Bannier, Christina E. & Hänsel, Dennis N., 2007. "Determinants of banks' engagement in loan securitization," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management 85, Frankfurt School of Finance and Management.
  41. Masazumi Hattori & Kazuhiko Ohashi, 2009. "Incentives to Issue Low-Quality Securitized Products in the OTD Business Model," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 09-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
  42. Massimiliano Affinito & Edoardo Tagliaferri, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 741, Bank of Italy, Economic Research and International Relations Area.
  43. Gary Gorton, 2009. "The Subprime Panic," European Financial Management, European Financial Management Association, European Financial Management Association, vol. 15(1), pages 10-46.
  44. 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.
  45. Shleifer, Andrei & Vishny, Robert W., 2010. "Unstable banking," Journal of Financial Economics, Elsevier, Elsevier, vol. 97(3), pages 306-318, September.
  46. Gary Gorton & Nicholas Souleles, 2005. "Special Purpose Vehicles and Securitization," NBER Working Papers, National Bureau of Economic Research, Inc 11190, National Bureau of Economic Research, Inc.
  47. Gorton, Gary & Metrick, Andrew, 2012. "Securitized banking and the run on repo," Journal of Financial Economics, Elsevier, Elsevier, vol. 104(3), pages 425-451.
  48. Schaber, Albert, 2008. "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration, University of Munich, Munich School of Management 4151, University of Munich, Munich School of Management.
  49. Pagès, Henri, 2013. "Bank monitoring incentives and optimal ABS," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 22(1), pages 30-54.
  50. Santos, João A.C. & Nigro, Peter, 2009. "Is the secondary loan market valuable to borrowers?," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 49(4), pages 1410-1428, November.
  51. Gupta, Anurag & Singh, Ajai K. & Zebedee, Allan A., 2008. "Liquidity in the pricing of syndicated loans," Journal of Financial Markets, Elsevier, Elsevier, vol. 11(4), pages 339-376, November.
  52. Gong, D. & Ligthart, J.E., 2013. "Does Corporate Income Taxation Affect Securitization? Evidence from OECD Banks," Discussion Paper, Tilburg University, Center for Economic Research 2013-067, Tilburg University, Center for Economic Research.
  53. Chiesa, Gabriella, 2008. "Optimal credit risk transfer, monitored finance, and banks," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 17(4), pages 464-477, October.
  54. Ralph De Haas & Neeltje Van Horen, 2013. "Running for the Exit? International Bank Lending During a Financial Crisis," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 26(1), pages 244-285.
  55. Memmel, Christoph & Schertler, Andrea, 2009. "The dependency of the banks' assets and liabilities: evidence from Germany," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, Research Centre 2009,14, Deutsche Bundesbank, Research Centre.
  56. Yuliya Demyanyk & Elena Loutskina, 2012. "Mortgage companies and regulatory arbitrage," Working Paper, Federal Reserve Bank of Cleveland 1220R, Federal Reserve Bank of Cleveland.
  57. Yingjin Hila Gan & Christopher Mayer, 2006. "Agency Conflicts, Asset Substitution, and Securitization," NBER Working Papers, National Bureau of Economic Research, Inc 12359, National Bureau of Economic Research, Inc.
  58. Scholz, Julia, 2008. "Auswirkungen vertikaler Kollusionsprobleme auf die vertragliche Ausgestaltung von Kreditverkäufen," Discussion Papers in Business Administration, University of Munich, Munich School of Management 4581, University of Munich, Munich School of Management.
  59. Giovanni Ferri & Doris Neuberger, 2014. "The Banking Regulatory Bubble and How to Get out of It," Rivista di Politica Economica, SIPI Spa, SIPI Spa, issue 2, pages 39-69, April-Jun.
  60. Enzo Dia, 2004. "Imperfect Information and Monopolistic Pricing in the Banking Industry," Working Papers, University of Milano-Bicocca, Department of Economics 74, University of Milano-Bicocca, Department of Economics, revised May 2004.
  61. Benjamin Liu & Donghui Li & Eduardo Roca, 2009. "What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics finance:200901, Griffith University, Department of Accounting, Finance and Economics.
  62. Agarwal, Sumit & Ben-David, Itzhak & Yao, Vincent, 2012. "Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real-Estate Market," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2012-29, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  63. Richard J. Rosen, 2010. "The impact of the originate-to-distribute model on banks before and during the financial crisis," Working Paper Series, Federal Reserve Bank of Chicago WP-2010-20, Federal Reserve Bank of Chicago.
  64. Kiff, John & Kisser, Michael, 2011. "A Shot at Regulating Securitization," Discussion Papers, Department of Business and Management Science, Norwegian School of Economics 2011/7, Department of Business and Management Science, Norwegian School of Economics.
  65. Ryan Bubb & Alex Kaufman, 2009. "Securitization and moral hazard: evidence from a lender cutoff rule," Public Policy Discussion Paper, Federal Reserve Bank of Boston 09-5, Federal Reserve Bank of Boston.
  66. Minton, Bernadette & Stulz, Rene & Williamson, Rohan, 2008. "How Much Do Banks Use Credit Derivatives to Hedge Loans?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2008-1, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  67. Liu, Benjamin & Skully, Michael, 2005. "The determinants of mortgage yield spread differentials: Securitization," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 15(4-5), pages 314-333, October.
  68. Lee, Sang Whi & Kwag, Seung-Woog (Austin) & Mullineaux, Donald J. & Park, Kwangwoo, 2010. "Financial distress, information asymmetry, and syndicate structure: Evidence from Japanese borrowers," Finance Research Letters, Elsevier, Elsevier, vol. 7(2), pages 119-126, June.
  69. Darrell Duffie, 2008. "Innovations in credit risk transfer: implications for financial stability," BIS Working Papers, Bank for International Settlements 255, Bank for International Settlements.
  70. Clara Cardone Riportella & Reyes Samaniego Medina & Antonio Trujillo Ponce, 2009. "What do we know about banks securitisation? the spanish experience," Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa wb093904, Universidad Carlos III, Departamento de Economía de la Empresa.
  71. A. Sinan Cebenoyan & Philip E. Strahan, 2001. "Risk Management, Capital Structure and Lending at Banks," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania 02-09, Wharton School Center for Financial Institutions, University of Pennsylvania.
  72. Larry D. Wall & Pamela P. Peterson, 1996. "Banks' responses to binding regulatory capital requirements," Economic Review, Federal Reserve Bank of Atlanta, Federal Reserve Bank of Atlanta, issue Mar, pages 1-17.
  73. Lily Fang & Victoria Ivashina & Josh Lerner, 2013. "Combining Banking with Private Equity Investing," NBER Working Papers, National Bureau of Economic Research, Inc 19300, National Bureau of Economic Research, Inc.
  74. Chemla, Gilles & Hennessy, Christopher A., 2013. "Skin in the Game and Moral Hazard," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/11540, Paris Dauphine University.
  75. Chemla, Gilles & Hennessy, Christopher, 2011. "Privately versus Publicly Optimal Skin in the Game: Optimal Mechanism and Security Design," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8403, C.E.P.R. Discussion Papers.
  76. Uday Rajan & Amit Seru & Vikrant Vig, 2010. "Statistical Default Models and Incentives," American Economic Review, American Economic Association, American Economic Association, vol. 100(2), pages 506-10, May.
  77. Rebecca S. Demsetz, 1999. "Bank loan sales: a new look at the motivations for secondary market activity," Staff Reports, Federal Reserve Bank of New York 69, Federal Reserve Bank of New York.
  78. Eric Van Tassel, 2009. "Moral Hazard and Capital Requirements in a Lending Model of Credit Denial," Working Papers, Department of Economics, College of Business, Florida Atlantic University 09003, Department of Economics, College of Business, Florida Atlantic University.
  79. Josef Schroth, 2012. "Financial Crisis Resolution," 2012 Meeting Papers, Society for Economic Dynamics 617, Society for Economic Dynamics.