Securitization and risk appetite: empirical evidence from US banks
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DOI: 10.1007/s11156-024-01261-9
Abstract: I investigate the impact of securitization on the risk-taking by bank holding companies (BHCs). For 2001 to 2017, I find a negative relationship between securitization and the risk appetite of BHCs. I find a negative… read more here.
Keywords: crisis effect; risk appetite; crisis; securitization risk ... See more keywords