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The impact of the originate-to-distribute model on banks before and during the financial crisis. (2010). Rosen, Richard.
In: Working Paper Series.
RePEc:fip:fedhwp:wp-2010-20.

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Cited: 7

Citations received by this document

Cites: 20

References cited by this document

Cocites: 37

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Coauthors: 0

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Citations

Citations received by this document

  1. Corporate credit and leverage in the EU: recent evolution, main drivers and financial stability implications. (2023). Sánchez Serrano, Antonio ; Beck, Thorsten ; Suarez, Javier ; Perotti, Enrico ; Peltonen, Tuomas.
    In: Report of the Advisory Scientific Committee.
    RePEc:srk:srkasc:202314.

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  2. Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period. (2018). Pozzolo, Alberto ; Panetta, Fabio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1183_18.

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  3. Financial stability consequences of the expected credit loss model in IFRS 9. (2018). Sánchez Serrano, Antonio.
    In: Revista de Estabilidad Financiera.
    RePEc:bde:revist:y:2018:i:5:n:4.

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  4. Financial stability consequences of the expected credit loss model in IFRS 9. (2018). Serrano, Antonio Sanchez.
    In: Financial Stability Review.
    RePEc:bde:revisl:y:2018:i:5:n:4.

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  5. Safer ratios, riskier portfolios: Banks׳ response to government aid. (2014). Sosyura, Denis ; Duchin, Ran .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:113:y:2014:i:1:p:1-28.

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  6. A shot at regulating securitization. (2014). Kiff, John ; Kisser, Michael .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:10:y:2014:i:c:p:32-49.

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  7. Liquidity Shocks and the US Housing Credit Crisis of 2007–2008. (2013). la Cava, Gianni.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2013-05.

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References

References cited by this document

  1. Benveniste, Lawrence M. and Allen N. Berger, 1987, Securitization with recourse : An instrument that offers uninsured bank depositors sequential claims, Journal of Banking and Finance, 11, 403-424.

  2. Calomiris, Charles and Joseph Mason, 2004, Credit Card Securitization and Regulatory Arbitrage, Journal of Financial Services Research, 26, 5-27.

  3. Casu, Barbara, Andrew D. Clare, Anna Sarkisyan and Steve H. Thomas, 2010, Does Securitization Reduce Credit Risk Taking? Empirical Evidence from US Bank Holding Companies, working paper. Available at SSRN: http://ssrn.com/abstract=1548361 Cebenoyan, A.Sinan, and Philip E. Strahan, 2004, Risk Management, Capital structure and Lending at Banks, Journal of Banking and Finance, 28, 19-43.

  4. Demyanyk, Yuliya and Otto Van Hemert, 2010, Understanding the Subprime Mortgage Crisis, Review of Financial Studies, forthcoming.
    Paper not yet in RePEc: Add citation now
  5. Elul, Ronel, 2005, The economics of asset securitization, Business Review, Federal Reserve Bank of Philadelphia, Third Quarter, 1625.
    Paper not yet in RePEc: Add citation now
  6. Federal Financial Institutions Examination Council, 2008, A Guide to HMDA Reporting: Getting It Right!, report, Arlington, VA, June, appendix D, available at www.ffiec.gov/Hmda/pdf/2008guide.pdf.
    Paper not yet in RePEc: Add citation now
  7. Gordon, Brian and Adrian D'Silva , 2008, Hedges in the Warehouse: The Banks Get Trimmed, Chicago Fed Letter #249.
    Paper not yet in RePEc: Add citation now
  8. Gorton, Gary and Andrew Metrick, 2009, Securitized Banking and the Run on Repo, working paper.

  9. Gorton, Gary and George Pennacchi, (1995), Banks and Loan Sales: Marketing Nonmarketable Assets, The Journal of Monetary Economics, 35, 389-411.

  10. Gorton, Gary and Nicholas S. Souleles, 2006, Special Purpose Vehicles and Securitization, in Mark Carey and Rene Stulz, ed., The Risks of Financial Institutions, U. of Chicago Press, 549597.

  11. Greenbaum, Stuart and Anjan Thakor, 1987, Bank Funding Modes: Securitization Versus Deposits, Journal of Banking and Finance, 11, 379-401.

  12. Greenspan, Alan and Kennedy, James E., 2008, Sources and Uses of Equity Extracted from Homes, Oxford Review of Economic Policy, 24, 120-144.

  13. Haensel, Dennis and Jan Pieter Krahnen, 2007, Does Credit Securitization Reduce Bank Risk? Evidence from the European CDO Market, working paper.
    Paper not yet in RePEc: Add citation now
  14. Jiangli, Wenying and Matt Pritsker, 2008, The Impacts of Securitization on US Bank Holding Companies, working paper.
    Paper not yet in RePEc: Add citation now
  15. Keys, Benjamin J., Tanmoy Mukherjee, Amit Seru, and Vikrant Vig, 2010, Did Securitization Lead to Lax Screening? Evidence From Subprime Loans, Quarterly Journal of Economics, forthcoming.

  16. Martin-Oliver, Alfredo and Jesús Saurina, 2007, Why Do Banks Securitize Assets? working paper.
    Paper not yet in RePEc: Add citation now
  17. Minton, Bernadette A., Anthony B. Sanders, and Philip E. Strahan, 2004, Securitization by Banks and Finance Companies: Efficient Contracting or Regulatory Arbitrage? working paper.
    Paper not yet in RePEc: Add citation now
  18. Pennacchi, George, 1988, Loan sales and the cost of bank capital, Journal of Finance, 43, 37596.

  19. Purnanandam, Amiyatosh, 2009, Originate-to-Distribute Model and the Subprime Mortgage Crisis, working paper.

  20. Rajan, Uday, Amit Seru, and Vikrant Vig, 2009, The Failure of Models that Predict Failure: Distance, Incentives and Defaults, working paper. Available at SSRN: http://ssrn.com/abstract=1296982 Stein, Jeremy C., 2002, Information Production and Capital Allocation: Decentralized versus Hierarchical Firms, Journal of Finance, 57, 1891-1921.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Onshore guarantees for offshore loans and bank risk-taking: Evidences from Taiwanese banks. (2022). Hsieh, Meng-Fen ; Lu, Chia-Wu ; Chen, Ting-Hsuan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000149.

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  2. Off-balance sheet funding, voluntary support and investment efficiency. (2020). Zeng, Jing ; Segura, Anatoli.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:1:p:90-107.

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  3. Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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  4. Neglected part of shadow banking in China. (2018). An, Ping ; Yu, Mengxuan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:57:y:2018:i:c:p:211-236.

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  5. Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period. (2018). Pozzolo, Alberto ; Panetta, Fabio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1183_18.

    Full description at Econpapers || Download paper

  6. Securitization, bank vigilance, leverage and sudden stops. (2017). Patir, Assaf.
    In: MPRA Paper.
    RePEc:pra:mprapa:81463.

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  7. Credit Risk Transfer and Bank Insolvency Risk. (2017). van Oordt, Maarten.
    In: Staff Working Papers.
    RePEc:bca:bocawp:17-59.

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  8. Risk-taking, Ownership and Excess Reserves in the Ghanaian Banking System. (2016). .
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:15:y:2016:i:2:p:147-168.

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  9. Banks and shadow banks: Competitors or complements?. (2016). Gornicka, Lucyna A.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:27:y:2016:i:c:p:118-131.

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  10. Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees. (2014). Gornicka, Lucyna .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140035.

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  11. Off-balance-sheet activity under adverse selection: The European experience. (2013). Lozano-Vivas, Ana ; Duran, Miguel.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:85:y:2013:i:c:p:176-190.

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  12. Nonrecourse financing and securitization. (2012). Osano, Hiroshi ; Kobayashi, Mami .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:21:y:2012:i:4:p:659-693.

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  13. Are covered bonds a substitute for mortgage-backed securities?. (2011). Rosen, Richard ; Rodríguez Fernández, Francisco ; Carbo Valverde, Santiago ; Fernandez, Francisco Rodriguez ; Carbo-Valverde, Santiago ; RODRIGUEZFERNANDEZ, FRANCISCO .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2011-14.

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  14. The impact of the originate-to-distribute model on banks before and during the financial crisis. (2010). Rosen, Richard.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2010-20.

    Full description at Econpapers || Download paper

  15. The Determinants and Policy Implications of Off-Balance Sheet Activities in MENA Countries Commercial Banks. (2010). Hassan, M. Kabir ; Khasawneh, Ahmad .
    In: Working Papers.
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  16. The Determinants of Derivatives Activities in U.S. Commercial Banks. (2009). Hassan, M. Kabir ; Khasawneh, Ahmad .
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  17. An Empirical Analysis of Asset-Backed Securitization. (2008). Vink, Dennis.
    In: MPRA Paper.
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  18. An empirical analysis of the off-balance sheet activities of Indian banks. (2007). Ghosh, Saibal ; Nachane, D M.
    In: MPRA Paper.
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  19. Risk management, capital structure and lending at banks. (2004). Strahan, Philip E. ; Cebenoyan, Sinan A..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:1:p:19-43.

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  20. The Pricing puzzle: The default term structure of collateralised loan obligations. (2002). Jobst, Andreas.
    In: CFS Working Paper Series.
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  21. Off-balance sheet activities in banking: Theory and Indian experience. (2002). Ghosh, Saibal ; Nachane, D M.
    In: MPRA Paper.
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  22. Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation. (2002). Jobst, Andreas.
    In: FMG Discussion Papers.
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  23. The economic effects of technological progress: evidence from the banking industry. (2002). Berger, Allen.
    In: Finance and Economics Discussion Series.
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  24. Loan securitisation: default term structure and asset pricing based on loss prioritisation. (2002). Jobst, Andreas.
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  25. Structural effects of asset-backed securitization. (2000). Wolfe, Simon.
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  26. An analysis of nontraditional activities at U.S. commercial banks. (1999). Sinkey, Joseph F ; ROGERS, KEVIN .
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  27. The Underinvestment Problem and Patterns in Bank Lending. (1998). Stanton, Sonya Williams.
    In: Journal of Financial Intermediation.
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  28. Interest rate risk subsidization in international capital standards. (1996). Jagtiani, Julapa ; Allen, Linda ; Landskroner, Yoram.
    In: Journal of Economics and Business.
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  29. Securitization of Small Business Loans. (1995). Nigro, Peter ; Beshouri, Christopher P..
    In: Journal of Entrepreneurial Finance.
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  30. Banks and loan sales Marketing nonmarketable assets. (1995). Pennacchi, George ; Gorton, Gary.
    In: Journal of Monetary Economics.
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  31. The effect of bank capital requirements on bank off-balance sheet financial innovations. (1995). Udell, Gregory ; Jagtiani, Julapa ; Saunders, Anthony.
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  32. The role of capital in financial institutions. (1995). Berger, Allen ; Szego, Giorgio P. ; Herring, Richard J..
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  33. The Transformation of the U.S. Banking Industry: What a Long, Strange Trips Its Been. (1995). Kashyap, Anil ; Berger, Allen N. ; Scalise, Joseph M..
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  34. Examining the microfoundations of market incentives for asset-backed lending. (1993). Carlstrom, Charles ; Samolyk, Katherine A..
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  35. Banks and Loan Sales: Marketing Non-Marketable Assets. (1990). Pennacchi, George ; Gorton, Gary.
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  36. Foreign competition in U.S. banking markets. (1990). Baer, Herbert L..
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