Competition and Bank Risk the Role of Securitization and Bank Capital /

We examine how bank competition in the run-up to the 2007-2009 crisis affects banks' systemic risk during the crisis. We then investigate whether this effect is influenced by two key bank characteristics: securitization and bank capital. Using a sample of the largest listed banks from 15 countr...

Ausführliche Beschreibung

Bibliographische Detailangaben
1. Verfasser: Altunbas, Yener
Weitere Verfasser: Marques-Ibanez, David, van Leuvensteijn, Michiel, Zhao, Tianshu
Format: Zeitschrift
Sprache:English
Veröffentlicht: Washington, D.C. : International Monetary Fund, 2019.
Schriftenreihe:IMF Working Papers; Working Paper ; No. 2019/140
Online Zugang:Full text available on IMF