Asset securitizations and bank stability: Evidence from different banking systems
Tài liệu tham khảo
Aalbers, 2011, Mortgage securitization and the state: ‘Cognitive closure’ in the Netherlands, Environment and Planning A, 43, 1179, 10.1068/a43321
Abdelsalam, 2016, Earnings management behaviors under different monitoring mechanisms: The case of Islamic and conventional banks, Journal of Economic behavior & Organization, 132, 155, 10.1016/j.jebo.2016.04.022
AAOIFI (Accounting and Auditing Organization for Islamic Financial Institutions), 2015
Abdel Karim, 2001, International accounting harmonization, banking regulation, and Islamic banks, The International Journal of Accounting, 36, 169, 10.1016/S0020-7063(01)00093-0
Abdel-Khaleq, 2007, New horizons for Islamic securities: Emerging trends in Sukuk offerings, Chicago Journal of Islamic Law, 7
Abedifar, 2013, Risk in Islamic banking, Review of Finance, 17, 2035, 10.1093/rof/rfs041
Acemoglu, 2005, Institutions as a fundamental cause of long-run growth, 385
Affinito, 2010, Why do (or did?) banks securitize their loans? Evidence from Italy, Journal of Financial Stability, 6, 189, 10.1016/j.jfs.2010.01.004
Alasrag
Alkhan, 2006
Arellano, 1991, Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations, Review of Economic Studies, 58, 277, 10.2307/2297968
Arellano, 1995, Another look at the instrumental variable estimation of error-components models, Journal of Econometrics, 68, 29, 10.1016/0304-4076(94)01642-D
Arif, 2020, Effects of securitization and covered bonds on bank stability, Research in International Business and Finance, 53, 101196, 10.1016/j.ribaf.2020.101196
Ashraf, 2017, Political institutions and bank risk-taking behavior, Journal of Financial Stability, 29, 13, 10.1016/j.jfs.2017.01.004
Ashraf, 2018, Do trade and financial openness matter for financial development? Bank-level evidence from emerging market economies, Research in International Business and Finance, 44, 434, 10.1016/j.ribaf.2017.07.115
Ashraf, 2016, Effects of national culture on bank risk-taking behavior, Research in International Business and Finance, 37, 309, 10.1016/j.ribaf.2016.01.015
Bakoush, 2019, Disentangling the impact of securitization on bank profitability, Research in International Business and Finance, 47, 519, 10.1016/j.ribaf.2018.09.013
Barth, 2012, Asset securitizations and credit risk, The Accounting Review, 87, 423, 10.2308/accr-10194
Bassens, 2013, Securitization across borders: Organizational mimicry in Islamic finance, Journal of Economic Geography, 13, 85, 10.1093/jeg/lbs007
Beck, 2013, Islamic vs. conventional banking: Business model, efficiency and stability, Journal of Banking and Finance, 37, 433, 10.1016/j.jbankfin.2012.09.016
Bitar, 2019, Efficiency in Islamic vs. conventional banking: The role of capital and liquidity, Global Finance Journal, 100487
Blundell, 1998, Initial conditions and moment restrictions in dynamic panel data models, Journal of Econometrics, 87, 115, 10.1016/S0304-4076(98)00009-8
Box, 2005, Islamic finance market turns to securitization, International Financial Law Review, 24, 21
Buch, 2014, Do better capitalized banks lend less? Long-run panel evidence from Germany, International Finance, 17, 1, 10.1111/infi.12041
Calomiris, 2004, Credit card securitization and regulatory arbitrage, Journal of Financial Services Research, 26, 5, 10.1023/B:FINA.0000029655.42748.d1
Campbell, 2011, Securitization markets and central banking: An evaluation of the term asset-backed securities loan facility, Journal of Monetary Economics, 58, 518, 10.1016/j.jmoneco.2011.05.003
Cantor, 2000, Another perspective on risk transference and securitization, Journal of Risk Finance, 1, 37, 10.1108/eb043444
Casu, 2011, Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies, The European Journal of Finance, 17, 769, 10.1080/1351847X.2010.538526
Casu, 2013, Securitization and Bank performance, Journal of Money, Credit and Banking., 45, 1617, 10.1111/jmcb.12064
Cebenoyan, 2004, Risk management, capital structure and lending at banks, Journal of Banking and Finance, 28, 19, 10.1016/S0378-4266(02)00391-6
Chaffai, 2019, Hyperbolic distance function, technical efficiency and stability to shocks: A comparison between Islamic banks and conventional banks in MENA region, Global Finance Journal, 100485
Chen, 2008, Characteristics of securitizations that determine issuers' retention of the risks of the securitized assets, Accounting Review, 83, 1181, 10.2308/accr.2008.83.5.1181
Chen, 2019, Bank management expertise and asset securitization policies, Journal of Banking & Finance, 109, 105667, 10.1016/j.jbankfin.2019.105667
Čihák, 2010, Islamic banks and financial stability: An empirical analysis, Journal of Financial Services Research, 38, 95, 10.1007/s10693-010-0089-0
Dell'Ariccia, 2009, Credit booms and lending standards: Evidence from the subprime mortgage market
Demirgüç-Kunt, 1999, Determinants of commercial bank interest margins and profitability: Some international evidence, The World Bank Economic Review, 13, 379, 10.1093/wber/13.2.379
Dionne, 2008, Banks' capital, securitization and credit risk: An empirical evidence for Canada, Insurance and Risk Management, 75, 459
Elamer, 2019, Sharia supervisory boards, governance structures and operational risk disclosures: Evidence from Islamic banks in MENA countries, Global Finance Journal, 100488
Elnahass, 2018, Capital and earnings management: Evidence from alternative banking business models, The International Journal of Accounting, 53, 20, 10.1016/j.intacc.2018.02.002
Elnahass, 2019, Differential market valuations of board busyness across alternative banking models, Review of Quantitative Finance and Accounting, 1
Fang, 2014, Institutional development and bank stability: Evidence from transition countries, Journal of Banking & Finance, 39, 160, 10.1016/j.jbankfin.2013.11.003
Fonseca, 2010, How bank capital buffers vary across countries: The influence of cost of deposits, market power and bank regulation, Journal of Banking & Finance, 34, 892, 10.1016/j.jbankfin.2009.09.020
Franke, 2005, Default risk sharing between banks and markets: The contribution of collateralized debt obligations
FRB (Federal Reserve System), 1990
Hasan, 2013, Market discipline during crisis: Evidence from bank depositors in transition countries, Journal of Banking & Finance, 37, 5436, 10.1016/j.jbankfin.2013.06.007
Holmstrom, 2011
Iqbal, 2001, Islamic and conventional banking in the nineties: A comparative study, Islamic Economic Studies, 8, 1
Ivanov, 2020, Does securitization escalate banks' sensitivity to systemic risk?, The Journal of Risk Finance, 21, 10.1108/JRF-12-2018-0184
Jobst, 2007, The economics of Islamic finance and securitization
Jobst, 2009, Islamic securitization after the subprime crisis, Journal of Structured Finance, 14, 41, 10.3905/JSF.2009.14.4.041
Johnes, 2014, A comparison of performance of Islamic and conventional banks 2004–2009, Journal of Economic Behavior and Organization, 103, S93, 10.1016/j.jebo.2013.07.016
Keffala, 2020, How using derivative instruments and purposes affects performance of Islamic banks? Evidence from CAMELS approach, Global Finance Journal
Keys, 2010, Did securitization lead to lax screening? Evidence from subprime loans
Khoutem, 2014, Islamic banks-Sukuk markets relationships and economic development: The case of the Tunisian post-revolution economy, Jnl. of Islamic Accounting and Business Research, 5, 47, 10.1108/JIABR-07-2012-0054
Kiff, 2014, A shot at regulating securitization, Journal of Financial Stability, 10, 32, 10.1016/j.jfs.2013.02.003
Krainer, 2011
Kruiniger, 2008, Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model, Journal of Econometrics, 144, 447, 10.1016/j.jeconom.2008.03.001
Kuran, 2018, Islam and economic performance: Historical and contemporary links, Journal of Economic Literature, 56, 1292, 10.1257/jel.20171243
Leyshon, 2007, The capitalization of almost everything: The future of finance and capitalism, Theory, Culture, and Society, 24, 97, 10.1177/0263276407084699
Loutskina, 2006, Securitization and the declining impact of bank finance on loan supply: Evidence from mortgage acceptance rates
Mahajan, 2015, Quantitative easing: A blessing or curse, Advances in Management and Applied Economics, 5, 77
Mian, 2009, The consequences of mortgage credit expansion: Evidence from the 2007 mortgage default crisis
Mollah, 2015, Shari'ah supervision, corporate governance and performance: Conventional vs. Islamic banks, Journal of Banking & Finance, 58, 418, 10.1016/j.jbankfin.2015.04.030
Niu, 2006, Are securitizations in substance sales or secured borrowings? Capital-market evidence, Contemporary Accounting Research, 23, 1105, 10.1506/X652-8M45-1702-7424
Obaidullah, 2007, Securitization in Islam, 191
Pagès, 2013, Bank monitoring incentives and optimal ABS, Journal of Financial Intermediation, 22, 30, 10.1016/j.jfi.2012.06.001
Pagès, 2014, A mathematical treatment of bank monitoring incentives, Finance and Stochastics, 18, 39, 10.1007/s00780-013-0202-y
Paltrinieria, 2020, Risk-adjusted profitability and stability of Islamic and conventional banks: Does revenue diversification matter?, Global Finance Journal
Parashar, 2010, How did Islamic banks do during global financial crisis, Banks and Bank Systems, 5, 54
Pellegrina, 2012, Does capitalization enhance efficient risk undertaking?: A comparison between Islamic and conventional banks, Accounting Research Journal, 25, 185, 10.1108/10309611211290167
Piskorski, 2009, Securitization and distressed loan renegotiation: Evidence from the subprime mortgage crisis, Journal of Financial Economics, 97, 369, 10.1016/j.jfineco.2010.04.003
Rainey, 2011, Why does categorisation of Sukuk structures matter?, ISRA International Journal of Islamic Finance, 3, 113, 10.55188/ijif.v3i2.129
Safari, 2014
Sannikov, 2008, A continuous-time version of the principal-agent problem, Review of Economic Studies, 75, 957, 10.1111/j.1467-937X.2008.00486.x
Shin, 2009, Securitization and financial stability, Economic Journal, 119, 309, 10.1111/j.1468-0297.2008.02239.x
Srairi, 2009, Cost and profit efficiency of conventional and Islamic banks in GCC countries, Journal of Productivity Analysis, 34, 45, 10.1007/s11123-009-0161-7
Stulz, 2003, Culture, openness, and finance, Journal of Financial Economics, 70, 313, 10.1016/S0304-405X(03)00173-9
Tariq, 2007, Risks of Sukuk structures: Implications for resource mobilization, Thunderbird International Business Review, 49, 203, 10.1002/tie.20140
Taylor, 2009, The financial crisis and the policy responses: An empirical analysis of what went wrong. Proceedings of Bank of Canada conference, Critical Review, 21, 341, 10.1080/08913810902974865
Trinh, 2020, Board busyness, performance and financial stability: Does bank type matter?, The European Journal of Finance, 26, 774, 10.1080/1351847X.2019.1636842
Vermilyea, 2008, Implicit recourse and credit card securitizations: What do fraud losses reveal?, Journal of Banking and Finance, 32, 1198, 10.1016/j.jbankfin.2007.10.004
Wahlen, 1994, The nature of information in commercial bank loan loss disclosures, The Accounting Review, 69, 455