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Credit risk transfer and contagion [PDF]
SSRN Electronic Journal, 2005 Some have argued that recent increases in credit risk transfer are desirable because they improve the diversification of risk. Others have suggested that they may be undesirable if they increase the risk of financial crises.
Allen, Franklin, Carletti, Elena
core +8 more sources
Credit Risk Transfer and Bank Competition [PDF]
SSRN Electronic Journal, 2009 We present a banking model with imperfect competition in which borrowers’ access to credit is improved when banks are able to transfer credit risks. However, the market for credit risk transfer (CRT) works smoothly only if the quality of loans is public ...
Hendrik Hakenes, Isabel Schnabel
core +5 more sources
Credit risk transfer and financial sector performance [PDF]
SSRN Electronic Journal, 2004 In this paper we study the impact of credit risk transfer (CRT) on the stability and the efficiency of a financial system in a model with endogenous intermediation and production. Our analysis suggests that with respect to CRT, the individual incentives
Marsh, Ian W, Wagner, Wolf
core +5 more sources
Credit Risk Modeling Using Transfer Learning and Domain Adaptation
Frontiers in Artificial Intelligence, 2022 In the domain of credit risk assessment lenders may have limited or no data on the historical lending outcomes of credit applicants. Typically this disproportionately affects Micro, Small, and Medium Enterprises (MSMEs), for which credit may be ...
Hendra Suryanto +5 more
doaj +3 more sources
Bank behaviour with access to credit risk transfer markets [PDF]
SSRN Electronic Journal, 2006 One of the most important recent innovations in financial markets has been the development of credit derivative products that allow banks to more actively manage their credit portfolios than ever before. We analyse the effect that access to these markets
Goderis, Benedikt +3 more
core +8 more sources
IMPLICATIONS OF CREDIT RISK TRANSFER ON BANK PERFORMANCES [PDF]
Economy and Sociology, 2015 The impact of the financial crisis has demonstrated the fragility of the banking sector and the need to implement new technologies that would allow not only insurance against the most important credit risk - credit risk, but development of lending ...
Victoria COCIUG +1 more
doaj +1 more source
Credit risk transfer, hedge funds, and the supply of liquidity [PDF]
SSRN Electronic Journal, 2007 This paper provides a discussion about some recent issues related to the transfer of credit risk (CRT) from the perspective of global liquidity. The CRT market is enormously growing and exhibits major structural shifts in terms of buyers and sellers of ...
Heinz Zimmermann
core +5 more sources
Credit risk transfer, real sector productivity, and financial deepening [PDF]
, 2005 We derive the effects of credit risk transfer (CRT) markets on real sector productivity and on the volume of financial intermediation in a model where banks choose their optimal degree of CRT and monitoring. We find that CRT increases productivity in the
Behr, Patrick, Lee, Samuel
core +3 more sources
Regulation, credit risk transfer, and bank lending [PDF]
, 2011 We integrate Basel II (and III) regulations into the industrial organization approach to banking and analyze lending behavior and risk sensitivity of a risk-neutral bank.
Pausch, Thilo, Welzel, Peter
core +4 more sources
Investigation on the credit risk transfer effects on the banking stability and performance
Cogent Economics & Finance, 2022 Considered among of the main causes of the 2007 financial crisis, the credit risk transfer activities deserve nowadays particular attention. This study discusses the continuous effectiveness of the credit risk transfer activities by investigating their ...
R. Younes
doaj +1 more source