Outputs (5)

Securitization, covered bonds and the risk taking behavior of European banks (2022)
Preprint / Working Paper

This study investigates the impact of securitization and the issuance of covered bonds on the credit risk taking behavior of banks. We collected data for seven major European economies for the period between 2001 and 2014, that is, both before and af... Read More about Securitization, covered bonds and the risk taking behavior of European banks.

The behaviour of forex market during the first and second wave of COVID-19: A wavelet analysis (2021)
Journal Article

This study evaluates the behaviour of the forex market during the first and the second wave of COVID-19. We have analysed the behaviour of exchange rates of CNY, JPY, CHF, and GBP in response to daily cases of COVID-19 and daily deaths, using Continu... Read More about The behaviour of forex market during the first and second wave of COVID-19: A wavelet analysis.

Effects of securitization and covered bonds on bank stability (2020)
Journal Article

This paper empirically investigates the relationship of securitization and covered bonds with bank stability and highlights that this relationship varies with the level of a bank's involvement in a specific instrument. The study uses the data from 46... Read More about Effects of securitization and covered bonds on bank stability.

Regulations for securitisation and covered bonds: Too much or too little (2019)
Journal Article

This study analyses the most important regulations for asset-backed securities and covered bonds devised after the global financial crisis in Europe. The study presents three perspectives of these regulations. It discusses the premises and context of... Read More about Regulations for securitisation and covered bonds: Too much or too little.

Liquidity risk and performance of banking system (2012)
Journal Article

Purpose – The purpose of this paper is to examine liquidity risk in Pakistani banks and evaluate the effect on banks' profitability. Design/methodology/approach – Data are retrieved from the balance sheets, income statements and notes of 22 Pakistani... Read More about Liquidity risk and performance of banking system.