Bank Performance, Risk and Securitisation
The book brings together the latest research on banking, financial markets,
and the recent financial crisis. Written by a group of leading scholars, it offers both
empirical and theoretical perspectives on topics such as Basel III and bank efficiency;
microcredit securitization; asset-backed securitization and credit risk; asset management
issues in sovereign wealth funds. It also examines the impact of the new structural
liquidity rules on the profitability of EU banks and examines China's controlled potential
property bubble and its economic slowdown. The book provides state-of-the-art scholarly
research on bank performance, risk and securitisation and is essential reading for
scholars, researchers, graduate students and consulting firms interested in banking and
financial markets.
1. The Impact of the New Structural Liquidity Rules on the Profitability of EU Banks;
Laura Chiaramonte, Barbara Casu and Roberto Bottiglia
2. Basel III and Banking Efficiency; Ted Lindblom and Magnus Willesson
3. Estimating the Probability of Financial Distress in European Markets: Prediction
Models and Empirical Applications; Andrea Cerri, Gimede Gigante
4. Performance Management Systems in Swedish Savings Banks: A Longitudinal Study
through the Deregulations' First Quarter of a Century; Viktor Lundberg
5. Does Asset-Backed Securitization Affect the Credit Risk of the Originator Banks? The
Italian Case; Francesca Battaglia and Maria Mazzuca
6. Microcredit Securitization; Mario La Torre and Fabiomassimo Mango
7. Country Risk: Measurement Approaches and ECAIs Rating; Pasqualina Porretta,
Gianfranco A. Vento and Fabrizio Santoboni
8. Top Players in Central and Eastern Europe: Does their Widespread Presence Enhance
Bank Efficiency?; Katarzyna Mikolajczyk
9. Asset Management Issues in Sovereign Wealth Funds: An Empirical Analysis; Andrea
Paltrinieri and Flavio Pichler
10. A VAR Approach to the Analysis of the Relationship between Oil Prices and Industry
Equity Returns; Joseph Falzon and Daniel Castillo
11. China's Controlled Potential Property Bubble and its Economic Slowdown: Overview of
Causes and Policy Options; Rene W.H. van der Linden
360 pages, Hardcover