Banks' securitization indicator
This paper proposes an alternative measure to quantify banks' off-balance sheet securitization activity. We argue that the conventional method of simply taking the notional value of each securitization instrument to represent banks' securitization activity provides bias estimates since it...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
EuroJournals
2009
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/25152/ http://www.internationalresearchjournaloffinanceandeconomics.com/ISSUES/irjfe_24_19.pdf |
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| Institution: | Universiti Malaya |