This paper derives a bank capital allocation model and applies it in the determinants of securitization. According to … Bank for International Settlements (BIS), banks are required to prepare regulatory capital for investment and loans, based … securitized to cash. Obviously, there is a trade-off between risk and return so that a bank could choose an optimal ratio of …

, neither of which are good proxies for bank CRE loans. We use a unique loan-level dataset from banks taken immediately to their …

An issue that has not been dealt in the literature refers to the relationship between bank loan efficiency and weather … between weather and bank loan efficiency, using a panel data set that includes 69 banks operating in the US spanning the … period 1999 to 2009. Bank loan inefficiency is derived using a stochastic frontier production approach. We also estimate …