Credit, Securitization and Monetary Policy : Watch Out for Unintended Consequences /

We show evidence that interest rate hikes slowdown loan growth but lead intermediation to migrate from banks' balance sheets to non-banks via increased securitization activity. As such, higher interest rates have the potential for unintended consequences; raising systemic risk rather than lower...

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Bibliographic Details
Main Author: Pescatori, Andrea
Other Authors: Sole, Juan
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2016.
Series:IMF Working Papers; Working Paper ; No. 2016/076
Online Access:Full text available on IMF