Effect of Securitization on the Bank’s Equity Risk in the U.S
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References listed on IDEAS
- Malekan, Sara & Dionne, Georges, 2014.
"Securitization and optimal retention under moral hazard,"
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More about this item
Keywordsequity risk; loans; securitization; off-balance sheet;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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