Risk factors that drive the securitisation market in Australia and overseas
Mentor: Professor Michael Martin, Australian National University
Intern: Ms Laura Ryan, Australian National University
Industry Partner: Dr Katrina Ellis, Australian Prudential Regulation Authority
Project Duration: August 2009 to January 2010
Research will focus on identifying the risk factors that drive the securitisation market in Australia and internationally with a focus on comparing and contrasting these domestic risk factors with those internationally. Our research aims to provide a model that will yield information about key risk factors that impact the economic environment in the context of the securitisation market.
Areas to be addressed include:
- Prudential Regulation
- Interest Rate Cycles
- Product Complexity
- Global Integration and Diversification Opportunities
