Securitization Impacts on Banks Credit Risk: Empirical Evidence from the US Bank Holding Companies

The main purpose for this study is to investigate the impact of securitization on banks credit-risk taking behaviour. Previous studies have found that securitization may have either a positive or negative effect on banks insolvency risks. In our paper, we use the U.S. bank holding companies data fro...

Full description

Bibliographic Details
Main Author: Ruan, Danyue
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2012
Online Access:https://eprints.nottingham.ac.uk/26074/