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Does Securitization Affect Banks’ Liquidity Risk? The Case of Italy

In: Advances in Financial Risk Management

Author

Listed:
  • Francesca Battaglia
  • Maria Mazzuca

Abstract

During the decade 2003–13, credit securitization has greatly developed in Italy. Theory and empirical literature have investigated many issues related to this topic, such as its capacity to contribute to achieving capital arbitrage (Calomiris and Mason, 2004) or its efficacy as a risk management technique (Cantor and Rouyer, 2000). Nonetheless, many questions remain open, especially in reference to the Italian market, which has not yet been sufficiently studied. Furthermore, in recent months, the interest of academics, managers and regulators towards this financial technique has increased due to the financial crisis (which started in the subprime mortgages sector in the US).

Suggested Citation

  • Francesca Battaglia & Maria Mazzuca, 2013. "Does Securitization Affect Banks’ Liquidity Risk? The Case of Italy," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 6, pages 127-147, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-1-137-02509-8_6
    DOI: 10.1057/9781137025098_6
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    Cited by:

    1. Battaglia, Francesca & Gallo, Angela & Mazzuca, Maria, 2014. "Securitized banking and the Euro financial crisis: Evidence from the Italian banks risk-taking," Journal of Economics and Business, Elsevier, vol. 76(C), pages 85-100.

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