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Securitised loans are riskier than retained ones – Securitization Audit

João Santos reports some interesting research on the NY FED's blog: We show that during the boom years of securitization, corporate loans that banks securitized at loan origination underperformed similar, unsecuritized loans originated by the same banks. Additionally, we report evidence suggesting t .

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Securitised loans are riskier than retained ones – Securitization Audit

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