Academic literature on the topic 'Loan securitization'

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Journal articles on the topic "Loan securitization"

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Yao, Yuyan, Guanrui Yi, Jian Xu, and Siyu Liu. "Innovations and Future Development Pathways of Internet Finance Asset Securitization in China: A Case Study of Ant Group." Advances in Economics, Management and Political Sciences 97, no. 1 (2024): 193–210. http://dx.doi.org/10.54254/2754-1169/97/20231192.

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With the evolution of the Internet age, e-commerce giants have established small loan entities to accommodate the booming B2C business model. While these online small loan providers retain the traditional attributes of their counterparts, they are adept at addressing the financing needs of micro-enterprises and individuals. Furthermore, these digital lenders have a broader reach in terms of geography and demographic distribution and possess enhanced capabilities to assess borrowers' creditworthiness. Such strengths make them well-suited for asset securitization, an emerging financing approach.
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Ishak, Gos, Farah Margaretha Leon, and Bahtiar Usman. "Did Asset Securitization Affect the Banking Financial Performance?" European Journal of Business and Management Research 6, no. 1 (2021): 6–10. http://dx.doi.org/10.24018/ejbmr.2021.6.1.666.

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This study investigates the impact of asset securitization on banking financial performance. The authors examined the effect between the independent variables (Asset-backed securities (ABS), Loan Loss Provisions (LLP), and Size), and the dependent variable (Return on Assets (ROA), Size has a moderating variable effect on Return on Assets.
 The banks improved profitability (ROA) by selling their loans receivable portfolio to the capital market to get liquidity. Furthermore, the bank significantly changed the role of acting as intermediaries between borrowers and depositors for the last dec
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Faruk, Mohammad Omar. "Applicability of Loan Securitization for Solving NonPerforming Loans’ Problems in Bangladeshi Commercial Bank." EAST WEST JOURNAL OF BUSINESS AND SOCIAL STUDIES 5 (August 20, 2016): 38–55. http://dx.doi.org/10.70527/ewjbss.v5i.110.

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Non-performing loan (NPL) is one of the most influential factors for lowering the overall performance of any bank or financial institution which immediately impacts on overall activities of a bank including liquidity, stability and profitability. The securitization is, an innovative financial product, being used in many developed and developing countries as a better solution for the NPL problem. This paper lays out a proposal of how asset securitization against the NPL of a bank can be introduced in Bangladesh. This securitization can introduce a new financial market in the economy where the w
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Minasyan, Lusine. "CHALLENGES AND OPPORTUNITIES OF SECURITIZATION IN ARMENIA'S BANKING SYSTEM." Bulletin of Yerevan University G: Economics 15, no. 2 (44) (2025): 84–91. https://doi.org/10.46991/bysu.g/2024.15.2.084.

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Securitization and bond markets are integral to modern finance, providing liquidity and risk-sharing mechanisms. Mortgage bonds, covered bonds, and securitizations differ significantly in their structure and regulatory oversight. These differences have profound implications for financial stability, particularly in smaller or emerging economies. This article examines these distinctions, focusing on their regulatory frameworks and financial stability impacts. The Armenian banking sector plays a pivotal role in supporting economic development by providing credit to businesses and individuals. Ove
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Krainer, John, and Elizabeth Laderman. "Mortgage Loan Securitization and Relative Loan Performance." Journal of Financial Services Research 45, no. 1 (2013): 39–66. http://dx.doi.org/10.1007/s10693-013-0161-7.

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Robertson, Mari L. "Securitization and financial markets: the implications for interest rate pass-through." Journal of Financial Economic Policy 8, no. 4 (2016): 472–98. http://dx.doi.org/10.1108/jfep-02-2016-0010.

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Purpose The transmission of monetary policy rates to lending rates is viewed as a crucial path of monetary policy. As an integral part of the financial system and the recent financial crisis, securitized assets have the potential to affect the interest rate pass-through process and monetary policy effectiveness. This paper aims to investigate the influence of securitization on the transmission of policy rate changes to lending rates and how rate transmission has changed since the recent financial crisis. Emphasis is placed on differences among the mortgage, consumer credit and business loan se
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김명록. "Securitization and Subprime Loan Crisis." MARXISM 21 5, no. 3 (2008): 23–50. http://dx.doi.org/10.26587/marx.5.3.200808.002.

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Furfine, Craig H. "Complexity and Loan Performance: Evidence from the Securitization of Commercial Mortgages." Review of Corporate Finance Studies 2, no. 2 (2014): 154–87. http://dx.doi.org/10.1093/rcfs/cft008.

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Between 2001 and 2007, the complexity of commercial mortgage-backed securities (CMBS) increased substantially. The median size of commercial mortgage loan pools tripled and the median number of AAA-rated tranches doubled. I examine whether deal complexity is related to loan performance by analyzing a sample of approximately 40,000 commercial mortgage loans from 334 CMBS deals. I find that loan performance is worse for loans in more complex securitizations. However, neither the price of a deal’s securities nor a deal’s risk retention reflected that complexity correlates with lower loan quality.
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Shushkov, V. V. "Financial profiles of mortgage loan securitization." Studies on Russian Economic Development 18, no. 1 (2007): 109–12. http://dx.doi.org/10.1134/s1075700707010133.

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Jobst, Andreas A. "Tranche Pricing in Subordinated Loan Securitization." Journal of Structured Finance 11, no. 2 (2005): 64–96. http://dx.doi.org/10.3905/jsf.2005.570547.

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Dissertations / Theses on the topic "Loan securitization"

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Chen, Zhizhen. "Loan securitization, bank risk, and efficiency." Thesis, University of Glasgow, 2018. http://theses.gla.ac.uk/9007/.

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The 2007-09 financial crisis highlighted the devastating impact of securitization on the stability of the banking system. However, studies on securitization are far from sufficient to show the impact on a bank’s performance. To better understand the impact of securitization in order to prevent such crisis to happen again, I study bank loan securitization in this Ph.D. thesis. This thesis aims to provide empirical explanations to answer two dilemmas in securitization literature. First, ambiguous results are presented in the impact of securitization on bank risk. Classic theories suggest that lo
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Thomas, Soby. "Residential mortgage loan securitization and the subprime crisis / S. Thomas." Thesis, North-West University, 2010. http://hdl.handle.net/10394/4591.

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Many analysts believe that problems in the U.S. housing market initiated the 2008–2010 global financial crisis. In this regard, the subprime mortgage crisis (SMC) shook the foundations of the financial industry by causing the failure of many iconic Wall Street investment banks and prominent depository institutions. This crisis stymied credit extension to households and businesses thus creating credit crunches and, ultimately, a global recession. This thesis specifically discusses the SMC and its components, causes, consequences and cures in relation to subprime mortgages, securitization, as we
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Todesco, Massimiliano <1995&gt. "AN UNEXPECTED STRESS TEST FOR SECURITIZATION-BASED SECURITIES: IMPACT OF COVID-19 ON COLLATERALIZED LOAN OBLIGATIONS." Master's Degree Thesis, Università Ca' Foscari Venezia, 2022. http://hdl.handle.net/10579/20901.

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The dissertation begins with a description of the securitisation process and the subjects involved. In the first part we present some introductory notions about the functioning of the products obtained by the securitization process. In this introductory section, special attention will be paid to the purposes of securitisation transactions. The aim of the second part of the thesis is to analyse CDOs, which are financial instruments deriving from the securitisation process. Due to their high leverage and complexity, CDOs are among the main culprits of the previous crisis. The next step is to des
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Miehle, Christian. "Optimale Selektionsprozesse für True Sale Collateralised Loan Obligations /." Hamburg : Kovač, 2008. http://www.verlagdrkovac.de/978-3-8300-3522-0.htm.

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Osborn, Matthew Gordon. "Essays on Credit Markets and Corporate Finance." Thesis, Boston College, 2015. http://hdl.handle.net/2345/bc-ir:104368.

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Thesis advisor: Philip Strahan<br>In my first essay, I study how the rise of non-bank loan investment from CLOs, mutual funds, and hedge funds influenced contracting relationships between firms and their senior lenders. Contrary to common perception that non-bank investors diluted the incentive for banks to monitor firms, I find evidence that bank underwriters embraced tighter contracts to mitigate agency and holdout problems associated with less-informed and dispersed non-bank investors. While recent studies show that non-bank loan investors lowered the cost and expanded the availability of c
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Пантєлєєва, Н. М. "Посткризові тенденції змін бізнес-моделей банків". Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63780.

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Бізнес-моделі банків не одномірні, їх багатогранність визначається ключовими вимірами – розмір, діяльність, структура активів і модель прибутку, капітал і залучення позикових коштів, право власності та методи корпоративного управління, корпоративна та правова структура тощо. Тому бізнес-моделі постійно змінюються та продовжують еволюціонувати. Зміни бізнес-моделей банків орієнтовані в сторону більшої стабільності та збалансованості джерел доходу. Проте питання, яка сама бізнес-модель є найбільш стійкою, поки ще залишається відкритим<br>Bank's business model is not one-dimensional, their versat
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Loeser, Richard C. "Essays on auto loan asset-backed securities| Moral hazard along the securitization chain, and the cross section of expected returns." Thesis, Georgetown University, 2016. http://pqdtopen.proquest.com/#viewpdf?dispub=10158124.

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<p>Securitization is the practice of pooling the cashflows of a large number of financial assets and structuring them so as to create a much smaller number of tradable securities. The widespread adoption of securitization as a financing technique has been a major transformative force in the US and global financial systems in recent decades, creating new opportunities for funding and risk sharing. But securitization has also been viewed critically, due to its contributions to the expansion of subprime credit and to the interconnectedness between financial institutions, both of which played impo
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Eggenberger, Christina. "Herausforderungen für die Unternehmenssanierung durch den Sekundärmarkt für Kredite und Kreditrisiken am Beispiel des Distressed Debt Tradings und der Verbriefung." St. Gallen, 2008. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/03604428002/$FILE/03604428002.pdf.

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Mulaudzi, Mmboniseni Phanuel. "The subprime mortgage crisis : asset securitization and interbank lending / M.P. Mulaudzi." Thesis, North-West University, 2009. http://hdl.handle.net/10394/5097.

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Subprime residential mortgage loan securitization and its associated risks have been a major topic of discussion since the onset of the subprime mortgage crisis (SMC) in 2007. In this regard, the thesis addresses the issues of subprime residential mortgage loan (RML) securitization in discrete-, continuous-and discontinuous-time and their connections with the SMC. In this regard, the main issues to be addressed are discussed in Chapters 2, 3 and 4. In Chapter 2, we investigate the risk allocation choices of an investing bank (IB) that has to decide between risky securitized subprime RMLs and
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Renteria, Gregory Matthew. "Securitization of multifamily loans." Thesis, Massachusetts Institute of Technology, 1993. http://hdl.handle.net/1721.1/69316.

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Books on the topic "Loan securitization"

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Loutskina, Elena. Securitization and the declining impact of bank finance on loan supply: Evidence from mortgage acceptance rates. National Bureau of Economic Research, 2006.

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Spotgeste, Milton R. Securitization of subprime mortgages. Nova Science Publishers, 2009.

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R, Spotgeste Milton, ed. Securitization of subprime mortgages. Nova Science Publishers, 2009.

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P, Kravitt Jason H., ed. Securitization of financial assets. 2nd ed. Aspen Law & Business, 1997.

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H, Carlson John, and Fabozzi Frank J, eds. The Trading and securitization of senior bank loans. Probus Pub. Co., 1992.

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P, Kravitt Jason H., ed. Securitization of financial assets. Prentice Hall Law & Business, 1991.

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1958-, Fuchita Yasuyuki, Herring Richard, and Litan Robert E. 1950-, eds. Prudent lending restored: Securitization after the mortgage meltdown. Nomura Institute of Capital Markets Research, 2009.

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1958-, Fuchita Yasuyuki, Herring Richard, and Litan Robert E. 1950-, eds. Prudent lending restored: Securitization after the mortgage meltdown. Nomura Institute of Capital Markets Research, 2009.

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1958-, Fuchita Yasuyuki, Herring Richard, and Litan Robert E. 1950-, eds. Prudent lending restored: Securitization after the mortgage meltdown. Nomura Institute of Capital Markets Research, 2009.

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Stevenson, Eric. The secondary market and securitization for income property mortgages. Mortgage Bankers Association, 1986.

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Book chapters on the topic "Loan securitization"

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Johnson, Kathleen W. "Consumer Loan Securitization." In The Impact of Public Policy on Consumer Credit. Springer US, 2002. http://dx.doi.org/10.1007/978-1-4615-1415-2_10.

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Donaldson, T. H. "Loans and Loan Substitutes." In Credit Risk and Exposure in Securitization and Transactions. Palgrave Macmillan UK, 1989. http://dx.doi.org/10.1007/978-1-349-10361-4_6.

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Shafinar, I., B. Mohamed Hariri, A. Rosalan, and M. N. Azman. "Financing Higher Education Students in Malaysia Using Islamic Student Loan-Backed Securitization: An Empirical Analysis." In Islamic perspectives relating to business, arts, culture and communication. Springer Singapore, 2015. http://dx.doi.org/10.1007/978-981-287-429-0_27.

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Schwalba, Michael, Matthias Korn, and Konstantin Müller. "Risk Transfer and Pricing of Illiquid Assets with Loan CDS." In Credit Securitizations and Derivatives. John Wiley & Sons Ltd, 2013. http://dx.doi.org/10.1002/9781118818503.ch16.

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Keys, Benjamin J., Tanmoy Mukherjee, Amit Seru, and Vikrant Vig. "Did Securitization Lead to Lax Screening? Evidence from Subprime Loans." In Lessons from the Financial Crisis. John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118266588.ch28.

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Chorafas, Dimitris N. "Investors, the Securitization of Bad Loans, and the Probability of Default." In Management Risk. Palgrave Macmillan UK, 2004. http://dx.doi.org/10.1057/9781403948106_11.

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Datz, Giselle. "The Past as Insufficient Prologue: Sovereign Debt Restructurings in Latin America Since the 1980s." In United Nations University Series on Regionalism. Springer Nature Switzerland, 2024. http://dx.doi.org/10.1007/978-3-031-68475-3_12.

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AbstractIn the absence of a global bankruptcy court for sovereign debt, crises leading to debt restructurings have evolved within an imperfect architecture mired in creditor coordination problems. These challenges are now part of a permacrisis of interconnected global dysfunction that defies existing institutions and their approaches to tackling recurrent problems. The chapter reviews the ways in which debt restructurings have taken place since the 1980s: from the securitization of commercial bank loans to financial fragility and new defaults on sovereign bonds. The costs of default have been
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"Auto Loan Securitization." In Securitization. John Wiley & Sons (Asia) Pte Ltd, 2012. http://dx.doi.org/10.1002/9781118390429.ch15.

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Cranston, Ross, Emilios Avgouleas, Kristin van Zweiten, Theodor van Sante, and Christoper Hare. "16. Loan Sales and Securitization." In Principles of Banking Law. Oxford University Press, 2018. http://dx.doi.org/10.1093/he/9780199276080.003.0016.

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This chapter examines one context in which contracts and debts are transferred — as banks and bank subsidiaries ‘sell’ their own assets, i.e. their loans, mortgages, credit card receivables, and so on. Commercially speaking, this divides into loan sales and securitization. Among the various motivations for these transactions are to reduce risk, to meet capital requirements, to allow for new lending, and to take advantage of financial and commercial opportunities. Securitization was abused, with many risky loans repackaged and sold as highly rated securities. Its contribution to the global fina
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"Securitization and Loan Transfers." In The Capital Markets and Financial Management in Banking. Routledge, 2013. http://dx.doi.org/10.4324/9780203058589-23.

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Conference papers on the topic "Loan securitization"

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Wu, Zunxin. "Tranche Technology of Loan Securitization." In 2007 International Conference on Wireless Communications, Networking and Mobile Computing. IEEE, 2007. http://dx.doi.org/10.1109/wicom.2007.1016.

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Xu Feng and Zhao Long. "Auto Loan-Backed Securitization in China." In 2010 2nd International Conference on Advanced Computer Control. IEEE, 2010. http://dx.doi.org/10.1109/icacc.2010.5486932.

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Han, Jin-Mian, and Jiang-Hai Qi. "Assets Securitization Risk Management of Small Loan Companies in China." In 2016 International Conference on Management Science and Management Innovation. Atlantis Press, 2016. http://dx.doi.org/10.2991/msmi-16.2016.34.

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"An Empirical Study on the Impact of Loan Securitization on Bank Profitability: Evidence from Chinese Commercial Banks." In 2018 4th International Conference on Economics, Management and Humanities Science. Francis Academic Press, 2018. http://dx.doi.org/10.25236/ecomhs.2018.025.

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Vukosavljević, Dejan, and Danijela Vukosavljević. "SECURITIZATION AS A FUNDING SOURCE OF COMPANIES." In 5th International Scientific Conference – EMAN 2021 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2021. http://dx.doi.org/10.31410/eman.2021.43.

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Securitization is in wide use and a component of many risk transfer mechanisms between various parties. It is based on selling risky assets in absolute form, as well as the synthetic transfer of specific risk aspects. This paper aims to define securitization, various contexts of its use, transaction participants and their motivation. Securitization in practice is a process in which loans, receivables and other assets are gathered into pools (packages). Money flows in connection with them are employed as well as economic value as support to securities settlements. Securitization is turning illi
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Levent, Cüneyd Ebrar. "Global Financial Crisis and Corporate Governance Lessons from the Crisis." In International Conference on Eurasian Economies. Eurasian Economists Association, 2014. http://dx.doi.org/10.36880/c05.01168.

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The mortgage crisis, started in 2007 in USA, turned into global financial crisis at the end of 2008. This crisis is assumed to be the largest crisis after The Great Depression occurred in 1929. Global Financial Crisis spread out from USA to developed countries and eventually other countries. Some financial institutions went bankruptcy and some of rest has been survived with governments’ financial supports. Crisis affected the real economy after financial markets, due to crisis production and employment decreased all over the countries. Excess liquidity, deterioration of the mortgage loans stru
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Reports on the topic "Loan securitization"

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Bhardwaj, Abhishek, Shan Ge, and Saptarshi Mukherjee. Does Loan Securitization Expose Borrowers to Non-Bank Investor Shocks?—Evidence from Insurers. National Bureau of Economic Research, 2025. https://doi.org/10.3386/w33449.

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Loutskina, Elena, and Philip Strahan. Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Acceptance Rates. National Bureau of Economic Research, 2006. http://dx.doi.org/10.3386/w11983.

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Lee, Michael Junho, Antoine Martin, and Robert M. Townsend. Zero Settlement Risk Token Systems. Federal Reserve Bank of New York, 2024. http://dx.doi.org/10.59576/sr.1120.

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How might modern settlement systems with distributed ledger technology achieve zero settlement risk? We consider the design of settlement systems that satisfies two integral features: information-leakage proof and zero settlement risk. Legacy settlement systems partition private information but are vulnerable to settlement fails. A token system with dynamic ownership representation, or a dynamic ledger, can be designed to achieve both, as long as it employs a protocol that enforces two restrictions: programs must be immediately implemented and must involve transactions based on verifiable clai
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