Les déterminants du comportement des banques canadiennes en matière de titrisation
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- R. Aqdim & G. Dionne & T. M. Harchaoui, 2002. "Les déterminants du comportement des banques canadiennes en matière de titrisation," THEMA Working Papers 2002-20, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
References listed on IDEAS
- Mingo, John J., 2000. "Policy implications of the Federal Reserve study of credit risk models at major US banking institutions," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 15-33, January.
- G. Dionne & T. M. Harchaoui, 2002.
"Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada,"
THEMA Working Papers
2002-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Dionne, Georges & Harchaoui, Tarek, 2003. "Banks’ capital, securitization and credit Risk: An empirical evidence for Canada," Working Papers 03-1, HEC Montreal, Canada Research Chair in Risk Management.
- H. Dahen & G. Dionne, 2002. "Book Review of Management," THEMA Working Papers 2002-19, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- G. Dionne & T. M. Harchaoui, 2002.
"Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada,"
THEMA Working Papers
2002-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Dionne, Georges & Harchaoui, Tarek, 2003. "Banks’ capital, securitization and credit Risk: An empirical evidence for Canada," Working Papers 03-1, HEC Montreal, Canada Research Chair in Risk Management.
- Dionne, Georges & Harchaoui, Tarek, 2007. "Bank Capital, Securitization and Credit Risk: an Empirical Evidence," MPRA Paper 56693, University Library of Munich, Germany, revised 2007.
- Marc‐André Flageole & Jean Roy, 2005. "Rating Cooperative and Commercial Bank Bonds: a comparative approach," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 76(3), pages 407-435, September.
- Dionne, Georges & Harchaoui, Tarek M., 2003. "Banks' Capital, Securitization and Credit Risk: An Empirical for Canada," Cahiers de recherche 0311, CIRPEE.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Georges Dionne, 2003.
"The Foundationsof Banks' Risk Regulation: A Review of Literature,"
THEMA Working Papers
2003-46, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Georges Dionne, 2003. "The Foundations of Banks' Risk Regulation: a Review of the Literature," Cahiers de recherche 0346, CIRPEE.
- Dionne, Georges, 2004. "The foundations of banks’ risk regulation: A review of the literature," Working Papers 03-8, HEC Montreal, Canada Research Chair in Risk Management.
- Adolfo Barajas & Ralph Chami & Thomas Cosimano, 2004.
"Did the Basel Accord Cause a Credit Slowdown in Latin America?,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Fall 2004), pages 135-182, August.
- Barajas, Adolfo & Chami, Ralph & Cosimano, Thomas F., 2004. "Did the Basel Accord cause a credit slowdown in Latin America?," LSE Research Online Documents on Economics 123136, London School of Economics and Political Science, LSE Library.
- Mr. Thomas F. Cosimano & Mr. Ralph Chami & Mr. Adolfo Barajas, 2005. "Did the Basel Accord Cause a Credit Slowdown in Latin America?," IMF Working Papers 2005/038, International Monetary Fund.
- John Krainer & Elizabeth Laderman, 2014.
"Mortgage Loan Securitization and Relative Loan Performance,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 39-66, February.
- John Krainer & Elizabeth Laderman, 2009. "Mortgage loan securitization and relative loan performance," Working Paper Series 2009-22, Federal Reserve Bank of San Francisco.
- Treacy, William F. & Carey, Mark, 2000. "Credit risk rating systems at large US banks," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 167-201, January.
- Huong Le & Rajesh Narayanan & Lai Vo, 2016. "Has the Effect of Asset Securitization on Bank Risk Taking Behavior Changed?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(1), pages 39-64, February.
- Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2009.
"Securitisation and the bank lending channel,"
European Economic Review, Elsevier, vol. 53(8), pages 996-1009, November.
- Altunbas, Yener & Gambacorta, Leonardo & Marqués-Ibáñez, David, 2007. "Securitisation and the bank lending channel," Working Paper Series 838, European Central Bank.
- Yener Altunbas & Leonardo Gambacorta & David Marqu�s, 2007. "Securitisation and the bank lending channel," Temi di discussione (Economic working papers) 653, Bank of Italy, Economic Research and International Relations Area.
- Yener Altunbas & Leonardo Gambacorta & David Marques, 2008. "Securitization and the bank lending channel," Proceedings 1101, Federal Reserve Bank of Chicago.
- Samy Ben Naceur & Magda Kandil, 2008. "Basel Accord and Lending Behavior: Evidence from MENA Region," Working Papers 385, Economic Research Forum, revised 01 Jan 2008.
- Pamela Nickell & William Perraudin & Simone Varotto, 2001. "Ratings versus equity-based credit risk modelling: an empirical analysis," Bank of England working papers 132, Bank of England.
- Calmès, Christian & Liu, Ying, 2009.
"Financial structure change and banking income: A Canada-U.S. comparison,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 128-139, February.
- Christian Calmès & Ying Liu, 2005. "Financial Structure Change and Banking Income: a Canada-U.S. Comparison," RePAd Working Paper Series UQO-DSA-wp0302005, Département des sciences administratives, UQO.
- João A. C. Santos, 2000. "Bank capital regulation in contemporary banking theory: a review of the literature," BIS Working Papers 90, Bank for International Settlements.
- Georges Dionne & Sara Malekan, 2017.
"Optimal Form of Retention for Securitized Loans under Moral Hazard,"
Risks, MDPI, vol. 5(4), pages 1-13, October.
- Dionne, Georges & Malekan, Sara, 2015. "Optimal form of retention for securitized loans under moral hazard," Working Papers 15-4, HEC Montreal, Canada Research Chair in Risk Management.
- G. Dionne & T. M. Harchaoui, 2002.
"Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada,"
THEMA Working Papers
2002-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Dionne, Georges & Harchaoui, Tarek, 2003. "Banks’ capital, securitization and credit Risk: An empirical evidence for Canada," Working Papers 03-1, HEC Montreal, Canada Research Chair in Risk Management.
- de Mendonça, Helder Ferreira & Barcelos, Vívian Íris, 2015. "Securitization and credit risk: Empirical evidence from an emerging economy," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 12-28.
- Baud, Céline & Chiapello, Eve, 2017. "Understanding the disciplinary aspects of neoliberal regulations: The case of credit-risk regulation under the Basel Accords," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 46(C), pages 3-23.
- Michalak, Tobias C. & Uhde, André, 2012. "Credit risk securitization and bank soundness in Europe," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 272-285.
- Elizabeth W. Cooper, 2011. "Determinants of off‐balance sheet usage in private banks," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 28(4), pages 248-259, October.
- Carey, Mark & Hrycay, Mark, 2001.
"Parameterizing credit risk models with rating data,"
Journal of Banking & Finance, Elsevier, vol. 25(1), pages 197-270, January.
- Mark S. Carey & Mark Hrycay, 2000. "Parameterizing credit risk models with rating data," Finance and Economics Discussion Series 2000-47, Board of Governors of the Federal Reserve System (U.S.).
- Marshall, David A. & Prescott, Edward Simpson, 2001.
"Bank capital regulation with and without state-contingent penalties,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 54(1), pages 139-184, June.
- David A. Marshall & Edward Simpson Prescott, 2000. "Bank capital regulation with and without state-contingent penalties," Working Paper Series WP-00-10, Federal Reserve Bank of Chicago.
- Sami Ben Naceur & Magda Kandil, 2013.
"Has the Basel Capital Requirement Caused Credit Crunch in the Mena Region?,"
Middle East Development Journal, Taylor & Francis Journals, vol. 5(2), pages 1350014-131, January.
- Sami Ben Naceur & Magda Kandil, 2013. "Has The Basel Capital Requirement Caused Credit Crunch In The Mena Region?," Middle East Development Journal (MEDJ), World Scientific Publishing Co. Pte. Ltd., vol. 5(02), pages 1-33.
- 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.
More about this item
Keywords
Securitization; capital ratio; statistical analysis; Basel Accord; bank regulation;All these keywords.
JEL classification:
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ris:crcrmw:2002_004. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Claire Boisvert (email available below). General contact details of provider: https://edirc.repec.org/data/hecmtca.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.