Does Asset-Backed Securitization Affect the Credit Risk of the Originator Banks? The Italian Case

Francesca Battaglia and Maria Mazzuca
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Francesca Battaglia: University of Naples Parthenope
Maria Mazzuca: University of Calabria

Chapter 5 in Bank Performance, Risk and Securitization, 2013, pp 80-113 from Palgrave Macmillan

Abstract: Abstract Securitization is the financial technique that involves the transfer of assets by an originating institution to a third party, typically a special-purpose vehicle (SPV). The financial vehicle successively issues asset-backed securities (or other structured finance securities) representing claims against specific pools of assets.

Keywords: Credit Risk; Robust Standard Error; Credit Default Swap; Order Probit Model; Bank Performance (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-1-137-33209-7_6

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DOI: 10.1057/9781137332097_6

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