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SSRNRisk, Credit & Banking

Monetary policy transmission by securitising banks

Banks engaged in securitization contract lending more sharply after monetary tightening because their investor base demands higher returns and cuts risk exposure when rates rise.

Featured in No. 132 on 25 Sep 2026 · 1 day after release

Released
24 Sep 2026
First featured
No. 132 · 25 Sep 2026
Published in
Not yet, as far as Semantic Scholar knows
Fanfare
3 of 5
Identifier
SSRN 7515879
Authors
Dorian Henricot and Enrico Sette

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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