---
title: Monetary policy transmission by securitising banks
url: https://www.ml-quant.com/papers/ssrn/7515879/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7515879
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7515879
featured: 2026-09-25
citations: unknown
topic: Risk, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7515879
- Identifier: SSRN 7515879
- Released: 2026-09-24
- First featured: Quant Letter No. 132 (2026-09-25): https://www.ml-quant.com/issues/2026-09-25/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking
- Authors: Dorian Henricot, Enrico Sette

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