Structured Finance and Credit Risk of European Banks

Liu, Chang

doi:10.25401/cardiffmet.14612223.v1

DOCUMENT

AMI2021_paper_44.pdf (128.45 kB)

PRESENTATION

Structured finance and credit risk of European banks.pptx (151.63 kB)

1/0

2 files

Structured Finance and Credit Risk of European Banks

conference contribution

posted on 2021-05-18, 16:18 authored by Chang LiuChang Liu

This study investigates the impact of structured finance on risk management for banks. A linear model derived from the one of Salah N and Fedhila H (2012) is followed, using the sample of European banks which have been employed structured finance from 2001 to 2020.