Bank Performance, Risk and Securitisation brings together the latest research on banking, financial markets, and the recent financial crisis. Written by a group of leading scholars, it
offers both empirical and theoretical perspectives on topics such as Basel III and bank efficiency; microcredit securitization; asset-backed securitization and credit risk; asset management
issues in sovereign wealth funds. It also examines the impact of the new structural liquidity rules on the profitability of EU banks and examines China’s controlled potential property bubble
and its economic slowdown. The book provides state-of-the-art scholarly research on bank performance, risk and securitisation and is essential reading for scholars, researchers, graduate
students and consulting firms interested in banking and financial markets.
