IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Credit Card Securitization and Regulatory Arbitrage"

by Charles Calomiris & Joseph Mason

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Acharya, Viral V. & Schnabl, Philipp & Suarez, Gustavo, 2013. "Securitization without risk transfer," Journal of Financial Economics, Elsevier, vol. 107(3), pages 515-536.
  2. João Pinto, 2014. "The Economics of Securitization: Evidence from the European Markets," Working Papers de Economia (Economics Working Papers) 02, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto).
  3. Christian Calm¨¨s & Raymond Th¨¦oret, 2013. "Is the Canadian Banking System Really ¡°Stronger¡± than the U.S. One?," Review of Economics & Finance, Better Advances Press, Canada, vol. 3, pages 1-18, November.
  4. Gary Gorton & Nicholas Souleles, 2005. "Special Purpose Vehicles and Securitization," NBER Working Papers 11190, National Bureau of Economic Research, Inc.
  5. Farruggio, Christian & Uhde, André, 2015. "Determinants of loan securitization in European banking," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 12-27.
  6. Anton Miglo, 2006. "Debt-equity choice as a signal of earnings profile over time," Working Papers 0607, University of Guelph, Department of Economics and Finance.
  7. Susanto Basu & Robert Inklaar & J. Christina Wang, 2008. "The Value of Risk: Measuring the Service Output of U.S. Commercial Banks," NBER Working Papers 14615, National Bureau of Economic Research, Inc.
  8. Craig S. Hakkio & William R. Keeton, 2009. "Financial stress: what is it, how can it be measured, and why does it matter?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-50.
  9. Frank Milne, 2008. "Credit Crises, Risk Management Systems and Liquidity Modelling," Working Papers 1, John Deutsch Institute for the Study of Economic Policy.
  10. Giampaolo Gabbi & Alesia Kalbaska & Alessandro Vercelli, 2014. "Factors generating and transmitting the financial crisis: The role of incentives: securitization and contagion," Working papers wpaper56, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  11. Ahn, J-H. & Breton, R., 2013. "Securitization, Competition and Monitoring," Working papers 457, Banque de France.
  12. Christian Calmès & Raymond Théoret, 2013. "Is the Canadian banking system really “stronger” than the U.S. one?," RePAd Working Paper Series UQO-DSA-wp022013, Département des sciences administratives, UQO.
  13. Clara Cardone Riportella & Reyes Samaniego Medina & Antonio Trujillo Ponce, 2009. "What do we know about banks securitisation? the spanish experience," Business Economics Working Papers wb093904, Universidad Carlos III, Departamento de Economía de la Empresa.
  14. Frank Milne, 2008. "Anatomy of the Credit Crisis: The role of Faulty Risk Management Systems," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 269, July.
  15. Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison, 2005. "Regulating financial conglomerates," Economics Working Papers 820, Department of Economics and Business, Universitat Pompeu Fabra.
  16. Christian Calmès & Raymond Théoret, 2011. "Bank systemic risk and the business cycle: An empirical investigation using Canadian data," RePAd Working Paper Series UQO-DSA-wp322011, Département des sciences administratives, UQO.
  17. John Krainer & Elizabeth Laderman, 2014. "Mortgage Loan Securitization and Relative Loan Performance," Journal of Financial Services Research, Springer, vol. 45(1), pages 39-66, February.
  18. Chuang-Chang Chang & Ruey-Jenn Ho & Chengfew Lee, 2010. "Pricing credit card loans with default risks: a discrete-time approach," Review of Quantitative Finance and Accounting, Springer, vol. 34(4), pages 413-438, May.
  19. Gary B. Gorton, 2008. "The Subprime Panic," NBER Working Papers 14398, National Bureau of Economic Research, Inc.
  20. Gorton, Gary B., 2008. "The panic of 2007," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 131-262.
  21. Christian Calmès & Raymond Théoret, 2012. "Bank systemic risk and the business cycle: Canadian and U.S. evidence," RePAd Working Paper Series UQO-DSA-wp022012, Département des sciences administratives, UQO.
  22. Gunter Franke & Jan Pieter Krahnen, 2007. "Default Risk Sharing between Banks and Markets: The Contribution of Collateralized Debt Obligations," NBER Chapters, in: The Risks of Financial Institutions, pages 603-634 National Bureau of Economic Research, Inc.
  23. Vermilyea, Todd A. & Webb, Elizabeth R. & Kish, Andrew A., 2008. "Implicit recourse and credit card securitizations: What do fraud losses reveal?," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1198-1208, July.
  24. Hänsel, Dennis N. & Bannier, Christina E., 2008. "Determinants of European banks' engagement in loan securitization," Discussion Paper Series 2: Banking and Financial Studies 2008,10, Deutsche Bundesbank, Research Centre.
  25. Gary Gorton, 2008. "The Panic of 2007," Yale School of Management Working Papers amz2372, Yale School of Management.
  26. Calmès, Christian & Théoret, Raymond, 2013. "Market-oriented banking, financial stability and macro-prudential indicators of leverage," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 13-34.
  27. Rösch, Daniel & Scheule, Harald, 2012. "Capital incentives and adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 733-748.
  28. Yener Altunbas & Alper Kara & Aydin Ozkan, 2014. "Securitisation and banking risk: What do we know so far?," Working Papers 14006, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  29. 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, vol. 19(1), pages 68-86, June.
  30. Affinito, Massimiliano & Tagliaferri, Edoardo, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Journal of Financial Stability, Elsevier, vol. 6(4), pages 189-202, December.
  31. Sarkisyan, Anna & Casu, Barbara, 2013. "Retained interests in securitisations and implications for bank solvency," Working Paper Series 1538, European Central Bank.
  32. Gary Gorton & Andrew Metrick, 2012. "Securitization," NBER Working Papers 18611, National Bureau of Economic Research, Inc.
  33. Calmès, Christian & Théoret, Raymond, 2014. "Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 388-402.
  34. repec:dgr:kubcen:2013067 is not listed on IDEAS
  35. Hryckiewicz, Aneta, 2014. "Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?," MPRA Paper 55118, University Library of Munich, Germany.
  36. Shekhar Aiyar & Charles W. Calomiris & Tomasz Wieladek, 2012. "Does Macro-Pru Leak? Evidence from a UK Policy Experiment," NBER Working Papers 17822, National Bureau of Economic Research, Inc.
  37. Philip Strahan, 2008. "Liquidity Production in 21st Century Banking," NBER Working Papers 13798, National Bureau of Economic Research, Inc.
  38. Anderson, Alyssa G., 2015. "Ambiguity in Securitization Markets," Finance and Economics Discussion Series 2015-33, Board of Governors of the Federal Reserve System (U.S.).
  39. Martin Kuncl, 2015. "Securitization under Asymmetric Information over the Business Cycle," Working Papers 15-9, Bank of Canada.
  40. Miglo, Anton, 2006. "Debt-equity choice as a signal of profit profile over time," MPRA Paper 1283, University Library of Munich, Germany.
  41. Li, Zhe & Sun, Jianfei, 2011. "Bank competition, securitization and risky investment," MPRA Paper 34173, University Library of Munich, Germany.
  42. William W. Lang & Loretta J. Mester & Todd A. Vermilyea, 2007. "Competitive effects of Basel II on U.S. bank credit card lending," Working Papers 07-9, Federal Reserve Bank of Philadelphia.
  43. Eric J. Higgins & Joseph R. Mason, 2003. "What is the value of recourse to asset backed securities? A clinical study of credit card banks," Working Papers 03-6, Federal Reserve Bank of Philadelphia.
  44. Liu, Luke, 2011. "Securitization and moral hazard: Does security price matter?," MPRA Paper 35004, University Library of Munich, Germany.
  45. Philippe Bergevin & Christian Calmès & Raymond Théoret, 2013. "Time-Varying Leverage and Basel III: A Look at Canadian Evidence," International Advances in Economic Research, International Atlantic Economic Society, vol. 19(3), pages 233-247, August.
  46. Christian Calmès & Raymond Théoret, 2012. "The procyclicality of Basel III leverage: Elasticity-based indicators and the Kalman filter," RePAd Working Paper Series UQO-DSA-wp012012, Département des sciences administratives, UQO.
  47. William W. Lang & Loretta J. Mester & Todd A. Vermilyea, 2005. "Potential competitive effects on U.S. bank credit card lending from the proposed bifurcated application of Basel II," Working Papers 05-29, Federal Reserve Bank of Philadelphia.
  48. Cardone-Riportella, Clara & Samaniego-Medina, Reyes & Trujillo-Ponce, Antonio, 2010. "What drives bank securitisation? The Spanish experience," Journal of Banking & Finance, Elsevier, vol. 34(11), pages 2639-2651, November.
  49. Yingjin Hila Gan & Christopher Mayer, 2006. "Agency Conflicts, Asset Substitution, and Securitization," NBER Working Papers 12359, National Bureau of Economic Research, Inc.
  50. Anton Miglo, 2008. "Project financing versus corporate financing under asymmetric information," Working Papers 0812, University of Guelph, Department of Economics and Finance.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.