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...

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Автор: Altunbas, Yener
Інші автори: Marques-Ibanez, David, van Leuvensteijn, Michiel, Zhao, Tianshu
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2019.
Серія:IMF Working Papers; Working Paper ; No. 2019/140
Онлайн доступ:Full text available on IMF