Securitization and Bank Stability
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Cited by:
- 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.
- Massimiliano Affinito & Edoardo Tagliaferri, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Temi di discussione (Economic working papers) 741, Bank of Italy, Economic Research and International Relations Area.
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More about this item
Keywords
Bank stability; CDOs; Value-at-Risk; bank capital structure; Monte Carlo simulations;All these keywords.
JEL classification:
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2009-08-22 (Banking)
- NEP-REG-2009-08-22 (Regulation)
- NEP-RMG-2009-08-22 (Risk Management)
- NEP-URE-2009-08-22 (Urban and Real Estate Economics)
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