Securitization Impact on Bank Risk: Empirical Evidence from the U.S. Bank Holding Companies
This paper examines the relation between securitization and bank risk of U.S. bank holding companies during 2011 - 2018. Using different measures of bank risk, the finding shows that the securitization reduces bank risk. It also shows that Loan, Equity, GDP growth rate have positively and significan...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2019
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| Online Access: | https://eprints.nottingham.ac.uk/57403/ |