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 subsequen...

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Veröffentlicht in:	PloS one 2020-02, Vol.15 (2), p.e0228141-e0228141
Hauptverfasser:	Iglesias-Casal, Ana, López-Penabad, María-Celia, López-Andión, Carmen, Maside-Sanfiz, José Manuel
Format:	Artikel
Sprache:	eng
Schlagworte:	Asset backed securities Banks (Finance) Committees Crisis management Economic crisis Economic Recession Efficient markets Europe Finance Financial Management Novels People and Places Regulation of financial institutions Regulatory reform Risk Management Risk retention Securitization Social Sciences Stability analysis Studies
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