Securitisation in Asia and the Pacific: Implications for Liquidity and Credit Risks

12 Pages Posted: 8 Jun 2012

See all articles by Jacob Gyntelberg

Jacob Gyntelberg

Nordea Group; University of Copenhagen - Department of Economics

Eli M. Remolona

Bank for International Settlements (BIS) - Monetary and Economic Department

Date Written: June 2006

Abstract

A surge in structured finance in Asia and the Pacific has been driven by the securitisation of consumer loans and mortgages, a largely liquidity transforming activity. The securitisation of corporate debt in the region has so far seen relatively few deals but has a largely untapped potential to enhance the allocation of credit risks.

Keywords: Securitisation, Asia, liquidity, credit risk

JEL Classification: G150, G180, G210, O160

Suggested Citation

Gyntelberg, Jacob and Remolona, Eli M., Securitisation in Asia and the Pacific: Implications for Liquidity and Credit Risks (June 2006). BIS Quarterly Review, June 2006. Available at SSRN: https://ssrn.com/abstract=1519850

Jacob Gyntelberg (Contact Author)

Nordea Group ( email )

Grønjordsvej 10
Copenhagen, DK - 2300
Denmark

University of Copenhagen - Department of Economics ( email )

Øster Farimagsgade 5, Bygn 26
Copenhagen, 1353
Denmark

Eli M. Remolona

Bank for International Settlements (BIS) - Monetary and Economic Department ( email )

IFC 2 Bldg, 78/F
Central
Hong Kong
Hong Kong
+852 2982 7150 (Phone)
+852 2982 7123 (Fax)

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