Concepedia

Securitization Risk

Securitization Risk is the financial risk arising from the process of pooling illiquid assets into marketable securities, distinguished by the potential for misrepresentation, moral hazard, or systemic instability due to weakened lending standards and opaque structures inherent in securitized financial instruments.

204

Publications

13.1K

Citations

301

Authors

226

Institutions

Publications per year

2017–2026

23

Parents

Publications

204

Securitization without risk transfer

Viral V. Acharya, Philipp Schnabl, Gustavo Suárez · Journal of Financial Economics · 2012 · 899 citations

, , +17

Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations

Elena Loutskina, Philip E. Strahan · The Journal of Finance · 2009 · 481 citations

, , +14

Understanding the Securitization of Subprime Mortgage Credit

Adam B. Ashcraft, Til Schuermann · SSRN Electronic Journal · 2008 · 395 citations · Full text

, , +15

Securitization and distressed loan renegotiation: Evidence from the subprime mortgage crisis

Tomasz Piskorski, Amit Seru, Vikrant Vig · Journal of Financial Economics · 2010 · 376 citations

, , +14

Exporting Liquidity: Branch Banking and Financial Integration

Erik Gilje, Elena Loutskina, Philip E. Strahan · The Journal of Finance · 2016 · 350 citations

, , +17

1–5 of 204

Authors

301

  1. AS
    Amit Seru

    Stanford University, United States

    9 publications · 1.5K citations

    9

    h-index

  2. VV
    Vikrant Vig

    London Business School, United Kingdom

    8 publications · 1.5K citations

    8

    h-index

  3. TN
    Taylor Nadauld

    Brigham Young University, United States

    6 publications · 441 citations

    6

    h-index

  4. BJ
    Benjamin J. Keys

    University of Pennsylvania, United States

    5 publications · 943 citations

    5

    h-index

  5. SL
    Steven L. Schwarcz

    Duke University, United States

    5 publications · 100 citations

    5

    h-index

1–5 of 301

Institutions

226

  1. Federal Reserve Board of Governors

    Washington D.C., United States

    15 h-index

    25 publications

    2.6K citations

  2. Federal Reserve

    Washington D.C., United States

    14 h-index

    24 publications

    1.7K citations

  3. National Bureau of Economic Research

    Cambridge, United States

    11 h-index

    20 publications

    2.3K citations

  4. New York University

    New York, United States

    10 h-index

    14 publications

    3K citations

  5. London Business School

    London, United Kingdom

    9 h-index

    10 publications

    1.9K citations

  6. Swiss Finance Institute

    Zurich, Switzerland

    9 h-index

    9 publications

    222 citations

  7. Centre for Economic Policy Research

    London, United Kingdom

    9 h-index

    11 publications

    801 citations

  8. International Monetary Fund

    Washington D.C., United States

    8 h-index

    12 publications

    502 citations

1–8 of 226

Venues

  1. SSRN Electronic Journal

    Repository · 56 publications · 3.3K citations

    28

    h-index

  2. Journal of Banking & Finance

    8 publications · 343 citations

    8

    h-index

  3. Review of Financial Studies

    8 publications · 1.1K citations

    8

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 7 publications · 223 citations

    7

    h-index

  5. Journal of Financial Stability

    6 publications · 425 citations

    6

    h-index

1–5