We study the optimal loan securitization policy of a commercial bank which is mainly engaged in lending activities. For … this we propose a stylized dynamic model which contains the main features affecting the securitization decision. In line … securitization. The fixed transaction costs lead to a formulation of the optimization problem in an impulse control framework. We …

Collateral management involves the efficient monitoring and allocation of assets to mitigate credit risk in financial … transactions and is crucial for institutions such as commercial banks, investments banks, and central counterparties. It helps to … collateral management, namely to collateralize as much as possible a set of transactions given a limited asset portfolio. In …