The impact of securitisation on Banks' capital: an economic analysis
The impact of securitisation on Banks' capital: an economic analysis
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
University of Southampton
Wolfe, S.
9a2367fc-36cc-496a-bbd2-e7346bcbb19e
May 1996
Wolfe, S.
9a2367fc-36cc-496a-bbd2-e7346bcbb19e
Wolfe, S.
(1996)
The impact of securitisation on Banks' capital: an economic analysis
(Discussion Papers in Accounting and Management Science, 96-130)
Southampton, UK.
University of Southampton
19pp.
Record type:
Monograph
(Discussion Paper)
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
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Published date: May 1996
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Local EPrints ID: 36082
URI: http://eprints.soton.ac.uk/id/eprint/36082
PURE UUID: 18c24778-0b05-43af-bda1-89f28a65a610
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Date deposited: 30 Apr 2007
Last modified: 12 Dec 2021 02:46
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