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Securitization, financial stability and effective risk retention. A European analysis
This paper examines the financial stability of banks that issued securitizations in the European market from 2000 to 2017. We use novel event study methodology and find that securitization has a positive impact on European banks’ systematic risk during the 2000 to 2007 period and that subsequent sec...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6996833/ https://www.ncbi.nlm.nih.gov/pubmed/32012192 http://dx.doi.org/10.1371/journal.pone.0228141 |