A Model of Banks' Asset Securitization Programs


We propose a new framework to analyze banks’ securitization programs. Our contributions include to provide an easy-to-use measure to determine how banks use proceeds, and to analyze their profit-maximizing behavior in... [ view full abstract ]


  1. Masahiko Egami (Kyoto University)
  2. Kaoru Hosono (Gakushuin University)

Topic Areas

Capital Requirements , Optimal Control , Risk Management


WE-P-SY » Macro Models (14:30 - Wednesday, 18th July, Synge)

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