Securitization and Banks’ Equity Risk
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s10693-010-0092-5.pdf
Reference17 articles.
1. Allen F, Gale DM (2005) Systemic risk and regulation. Wharton Financial Institutions Center Working Paper No. 95-24
2. Allen F, Carletti E (2006) Credit risk transfer and contagion. J Monetary Econ 53(1):89–111
3. Ambrose BW, Michael LL, Sanders AB (2005) Does regulatory capital arbitrage, reputation, or asymmetric information drive securitization? J Financ Serv Res 28(1–3):113–133
4. Cantor R, Rouyer S (2000) Another perspective on credit risk transfer and assets securitization. J Risk Finance 1(2):37–47
5. Chen W, Liu CC, Ryan SG (2007) Characteristics of securitization that determine issuers’ retention of the risks of securitized assets. Working Paper
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