The Impact of Securisation on Banks' Capital: An Economic Analysis

S. Wolfe

Working Papers from University of Southampton - Department of Accounting and Management Science

Abstract: This paper presents a formal analysis of the effects of asset backed securisation on the capital composition of banking institutions. A model of a banking firm is presented that highlights the interrelationship between deposit insurance, capital requirements and securitisation.

Keywords: BANKS; CAPITAL; INSURANCE; FINANCIAL MARKET (search for similar items in EconPapers)
JEL-codes: G10 G15 G20 G21 (search for similar items in EconPapers)
Pages: 19 pages
Date: 1996
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fth:sotoam:96-130

Ordering information: This working paper can be ordered from
http://www.soton.ac.uk/~econweb/dp/discp.html

Access Statistics for this paper

More papers in Working Papers from University of Southampton - Department of Accounting and Management Science University of Southampton, Department of Accounting & Mangement Science, Southampton S09 5NH UK.. Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().