English, Article, Journal or magazine article edition: What do we know about banks securitisation? the spanish experience Clara Cardone Riportella; Reyes Samaniego Medina; Antonio Trujillo Ponce

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/147809
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • What do we know about banks securitisation? the spanish experience
Author
  • Clara Cardone Riportella
  • Reyes Samaniego Medina
  • Antonio Trujillo Ponce
Physical Description
  • preprint
Notes
  • The present work analyses the reasons why Spanish financial entities have carried out securitisation programs in the period 2000-2007 on such a scale that Spain has become the European country with the largest issue volumes, second only to the U.K. The results obtained after the application of a logistic regression model to a sample of 408 observations indicate that liquidity and the search for improved performance are the decisive factors in securitisation. The hypotheses of transfer of credit risk and arbitrage in regulatory capital are not confirmed; therefore the normative development of Basel II cannot be expected to affect the volumes issued in future years. The study is complemented with a more detailed analysis, differentiating between programs of asset and liability securitisation
  • Securitisation, ABS, CDO, Credit risk transfer, Regulatory capital arbitrage
  • RePEc:cte:wbrepe:wb093904
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment