Three essays on banks trading activities

Ansari, Mohammad Tanvir (2014) Three essays on banks trading activities. PhD thesis, Queensland University of Technology.

Abstract

With a fair share of the blame for the subprime crisis pointing to banks' extensive involvement in trading, this thesis examines three closely related issues. The first essay shows that regulatory capital arbitrage, insolvency risk, and non-interest income are all important motivations for banks to become involved in trading. The second essay support the widely held perception that trading activities such as off-balance sheet derivatives, securitization, and assets sales all are making banks more opaque. With banks' business model changing from ''originate and hold'' to ''originate, repackage, and sell'', the last essay show that trading channel exist and it has weakened the effectiveness of monetary policy transmission through banks' capital and lending channel.

Impact and interest:

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ID Code: 78132
Item Type: QUT Thesis (PhD)
Supervisor: Verhoeven, Peter & How, Janice
Keywords: Bank Opacity, Information asymmetry, Off balance sheet derivatives, Swaps, Securitization, Asset sales, Commercial banks, Monetary policy, Capital and lending channel
Divisions: Current > QUT Faculties and Divisions > QUT Business School
Current > Schools > School of Economics & Finance
Institution: Queensland University of Technology
Deposited On: 18 Nov 2014 04:33
Last Modified: 02 Sep 2015 05:52

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