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Innovations in credit risk transfer: implications for financial stability

Citations

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Cited by:

  1. Gemma Carolillo & Piero Mastroberardino & Claudio Nigro, 2013. "The 2007 financial crisis: strategic actors and processes of construction of a concrete system," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 17(2), pages 453-489, May.
  2. Liu, Wenzhen & Wu, Wenfeng, 2023. "Underwriter reputation and the pricing of securities: Evidence from asset-backed securities," International Review of Financial Analysis, Elsevier, vol. 88(C).
  3. Pagès, Henri, 2013. "Bank monitoring incentives and optimal ABS," Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
  4. Ingo Fender & Janet Mitchell, 2009. "Incentives and tranche retention in securitisation: a screening model," BIS Working Papers 289, Bank for International Settlements.
  5. Jie Li & Zhenyu Sheng & Aaron D. Smallwood, 2021. "Determinants of credit loan securitization in Chinese banking," Pacific Economic Review, Wiley Blackwell, vol. 26(2), pages 241-262, May.
  6. Honohan, Patrick, 2008. "Risk Management and the Costs of the Banking Crisis," National Institute Economic Review, National Institute of Economic and Social Research, vol. 206, pages 15-24, October.
  7. Xueer Chen & Chao Wang, 2021. "Information Disclosure in China’s Rising Securitization Market," IJFS, MDPI, vol. 9(4), pages 1-29, December.
  8. Ahmed Nahar Al Hussaini, 2019. "Credit Risk and Financial Stability Under Controlling Effect of Financial Sector Development: A Study from Banking Sector of GCC Members," International Journal of Asian Social Science, Asian Economic and Social Society, vol. 9(1), pages 122-138, January.
  9. Alper Kara & David Marques‐Ibanez & Steven Ongena, 2019. "Securitization and credit quality in the European market," European Financial Management, European Financial Management Association, vol. 25(2), pages 407-434, March.
  10. Ana Babus & Maryam farboodi, 2019. "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers 1508, Society for Economic Dynamics.
  11. Benbouzid, Nadia & Leonida, Leone & Mallick, Sushanta K., 2018. "The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 226-240.
  12. Kero, Afroditi, 2013. "Banks’ risk taking, financial innovation and macroeconomic risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 112-124.
  13. Chang, Chuen-Ping & Chen, Shi, 2016. "Government capital injection, credit risk transfer, and bank performance during a financial crisis," Economic Modelling, Elsevier, vol. 53(C), pages 477-486.
  14. Carbo-Valverde, Santiago & Degryse, Hans & Rodríguez-Fernández, Francisco, 2015. "The impact of securitization on credit rationing: Empirical evidence," Journal of Financial Stability, Elsevier, vol. 20(C), pages 36-50.
  15. Calice, Giovanni & Ioannidis, Christos, 2012. "An empirical analysis of the impact of the credit default swap index market on large complex financial institutions," International Review of Financial Analysis, Elsevier, vol. 25(C), pages 117-130.
  16. Mansur, Alfan, 2017. "Memantau Risiko Makro Finansial di dalam Perekonomian Indonesia [Surveillance on the Macro-financial Risks of Indonesia's Economy]," MPRA Paper 93752, University Library of Munich, Germany, revised 23 May 2018.
  17. Alper Kara & Aydin Ozkan & Yener Altunbas, 2016. "Securitisation and banking risk: what do we know so far?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 8(1), pages 2-16, June.
  18. Kiff, John & Kisser, Michael, 2014. "A shot at regulating securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 32-49.
  19. Uhde, André, 2021. "Tax avoidance through securitization," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 411-421.
  20. E. Mengus, 2014. "International Bailouts: Why Did Banks' Collective Bet Lead Europe to Rescue Greece?," Working papers 502, Banque de France.
  21. Helder Ferreira de Mendonça & Vívian Íris Barcelos, 2021. "Securitization of assets and risk transfer in a large emerging market: Evidence from Brazil," Bulletin of Economic Research, Wiley Blackwell, vol. 73(4), pages 580-605, October.
  22. Markus K. Brunnermeier, 2009. "Deciphering the Liquidity and Credit Crunch 2007-2008," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 77-100, Winter.
  23. Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2011. "Securitization and lending standards: evidence from the wholesale loan market," Working Paper Series 1362, European Central Bank.
  24. Marco Migliorelli & Philippe Dessertine, 2018. "Time for new financing instruments? A market-oriented framework to finance environmentally friendly practices in EU agriculture," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 8(1), pages 1-25, January.
  25. Gilles, Philippe & Huchet, Nicolas & Gauvin, Marie-Sophie, 2012. "Politique monétaire, choix de portefeuille du secteur bancaire et canal de la prise de risque," L'Actualité Economique, Société Canadienne de Science Economique, vol. 88(2), pages 175-196, Juin.
  26. Silva Buston, Consuelo, 2016. "Active risk management and banking stability," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 203-215.
  27. Ivanov, Ivan T. & Santos, João A.C. & Vo, Thu, 2016. "The transformation of banking: Tying loan interest rates to borrowers' CDS spreads," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 150-165.
  28. Claudia Gabriela Baicu & Olimpia State, 2012. "Banking Models Under the Impact of the Post-Crisis Organizational Changes Apt to Confer Sustainable Financial Stability - Romanian Experience," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, vol. 14(32), pages 436-450, June.
  29. Silva Buston, C.F., 2013. "Active Risk Management and Banking Stability," Other publications TiSEM 1236246e-0f52-4a46-aeec-3, Tilburg University, School of Economics and Management.
  30. Acharya, Viral V. & Gündüz, Yalin & Johnson, Timothy C., 2022. "Bank use of sovereign CDS in the Eurozone crisis: Hedging and risk incentives," Journal of Financial Intermediation, Elsevier, vol. 50(C).
  31. Silva Buston, C.F., 2013. "Active Risk Management and Banking Stability," Other publications TiSEM 18a8d09e-79af-4993-8d64-b, Tilburg University, School of Economics and Management.
  32. Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016. "Securitization and lending standards: Evidence from the European wholesale loan market," Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.
  33. Caterina Di Tommaso, 2022. "Securitization and CDS in U.S. bank lending," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1120-1133, January.
  34. Albertazzi, Ugo & Eramo, Ginette & Gambacorta, Leonardo & Salleo, Carmelo, 2015. "Asymmetric information in securitization: An empirical assessment," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 33-49.
  35. Alper Kara & David Marques-Ibanez & Steven Ongena, 2015. "Securitization and Credit Quality," International Finance Discussion Papers 1148, Board of Governors of the Federal Reserve System (U.S.).
  36. Calice, Giovanni, 2014. "CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 20-37.
  37. Bengtsson, E., 2013. "Fund Management and Systemic Risk - Lessons from the Global Financial Crisis," CITYPERC Working Paper Series 2013-06, Department of International Politics, City University London.
  38. Giovanni Calice & Christos Ioannidis & Julian Williams, 2012. "Credit Derivatives and the Default Risk of Large Complex Financial Institutions," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 85-107, October.
  39. Diego Aparicio & Daniel Fraiman, 2015. "Banking Networks And Leverage Dependence In Emerging Countries," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 18(07n08), pages 1-21, November.
  40. Battaglia, Francesca & Buchanan, Bonnie G. & Fiordelisi, Franco & Ricci, Ornella, 2021. "Securitization and crash risk: Evidence from large European banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  41. Guo, Guixia & Wu, Ho-Mou, 2014. "A study on risk retention regulation in asset securitization process," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 61-71.
  42. Seda Oz, 2020. "Did SFAS 166/167 decrease the information asymmetry of securitizing banks?," The Financial Review, Eastern Finance Association, vol. 55(4), pages 557-581, November.
  43. Sascha Tobias Wengerek & Benjamin Hippert & André Uhde, 2019. "Risk allocation through securitization - Evidence from non-performing loans," Working Papers Dissertations 58, Paderborn University, Faculty of Business Administration and Economics.
  44. Ekin Ayse Ozsuca & Elif Akbostanci, 2012. "An Empirical Analysis of the Risk Taking Channel of Monetary Policy in Turkey," ERC Working Papers 1208, ERC - Economic Research Center, Middle East Technical University, revised Dec 2012.
  45. 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.
  46. Paul Mizen & Veronica Veleanu, 2015. "On the Information Flow from Credit Derivatives to the Macroeconomy," Discussion Papers 2015/21, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  47. Marco Migliorelli & Philippe Dessertine, 2017. "Time for new financing instruments? A market-oriented framework to finance environmentally friendly practices in EU agriculture," Post-Print halshs-02103991, HAL.
  48. Patrick Honohan, 2009. "Bank Failures: The Limitations of Risk Modeling," World Scientific Book Chapters, in: Douglas D Evanoff & Philipp Hartmann & George G Kaufman (ed.), The First Credit Market Turmoil Of The 21st Century Implications for Public Policy, chapter 8, pages 103-123, World Scientific Publishing Co. Pte. Ltd..
  49. Shim, Ilhyock & Zhu, Haibin, 2014. "The impact of CDS trading on the bond market: Evidence from Asia," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 460-475.
  50. Carbó-Valverde, Santiago & Marques-Ibanez, David & Rodríguez-Fernández, Francisco, 2012. "Securitization, risk-transferring and financial instability: The case of Spain," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 80-101.
  51. Battaglia, Francesca & Buchanan, Bonnie G. & Fiordelisi, Franco & Ricci, Ornella, 2021. "Securitization and crash risk: Evidence from large European banks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  52. Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
  53. Markus K. Brunnermeier, 2008. "Deciphering the Liquidity and Credit Crunch 2007-08," NBER Working Papers 14612, National Bureau of Economic Research, Inc.
  54. 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.
  55. Roshanthi Dias, 2017. "The role of managerial risk-taking in the ‘rise and fall’ of the CDS market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 117-145, April.
  56. Cerasi, Vittoria & Rochet, Jean-Charles, 2014. "Rethinking the regulatory treatment of securitization," Journal of Financial Stability, Elsevier, vol. 10(C), pages 20-31.
  57. Farruggio, Christian & Uhde, André, 2015. "Determinants of loan securitization in European banking," Journal of Banking & Finance, Elsevier, vol. 56(C), pages 12-27.
  58. Wengerek, Sascha Tobias & Hippert, Benjamin & Uhde, André, 2022. "Risk allocation through securitization: Evidence from non-performing loans," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 48-64.
  59. Ivan Zelenko, 2009. "Innovations financières pour les pays émergents," Revue d'Économie Financière, Programme National Persée, vol. 95(2), pages 157-171.
  60. Pu Liu & Yingying Shao, 2013. "Small business loan securitization and interstate risk sharing," Small Business Economics, Springer, vol. 41(2), pages 449-460, August.
  61. repec:zbw:bofrdp:2018_026 is not listed on IDEAS
  62. Bernd Rudolph, 2008. "Lehren aus den Ursachen und dem Verlauf der internationalen Finanzkrise," Schmalenbach Journal of Business Research, Springer, vol. 60(7), pages 713-741, November.
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