[{"publication_status":"published","citation":{"short":"S.T. Wengerek, B. Hippert, A. Uhde, The Quarterly Review of Economics and Finance Vol. 86 (11) (2022) 48–64.","mla":"Wengerek, Sascha Tobias, et al. “Risk Allocation through Securitization – Evidence from Non-Performing Loans.” <i>The Quarterly Review of Economics and Finance</i>, vol. Vol. 86 (11), Elsevier, 2022, pp. 48–64, doi:<a href=\"https://doi.org/10.1016/j.qref.2022.06.005\">https://doi.org/10.1016/j.qref.2022.06.005</a>.","bibtex":"@article{Wengerek_Hippert_Uhde_2022, title={Risk allocation through securitization – Evidence from non-performing loans}, volume={Vol. 86 (11)}, DOI={<a href=\"https://doi.org/10.1016/j.qref.2022.06.005\">https://doi.org/10.1016/j.qref.2022.06.005</a>}, journal={The Quarterly Review of Economics and Finance}, publisher={Elsevier}, author={Wengerek, Sascha Tobias and Hippert, Benjamin and Uhde, André}, year={2022}, pages={48–64} }","apa":"Wengerek, S. T., Hippert, B., &#38; Uhde, A. (2022). Risk allocation through securitization – Evidence from non-performing loans. <i>The Quarterly Review of Economics and Finance</i>, <i>Vol. 86 (11)</i>, 48–64. <a href=\"https://doi.org/10.1016/j.qref.2022.06.005\">https://doi.org/10.1016/j.qref.2022.06.005</a>","chicago":"Wengerek, Sascha Tobias, Benjamin Hippert, and André Uhde. “Risk Allocation through Securitization – Evidence from Non-Performing Loans.” <i>The Quarterly Review of Economics and Finance</i> Vol. 86 (11) (2022): 48–64. <a href=\"https://doi.org/10.1016/j.qref.2022.06.005\">https://doi.org/10.1016/j.qref.2022.06.005</a>.","ieee":"S. T. Wengerek, B. Hippert, and A. Uhde, “Risk allocation through securitization – Evidence from non-performing loans,” <i>The Quarterly Review of Economics and Finance</i>, vol. Vol. 86 (11), pp. 48–64, 2022, doi: <a href=\"https://doi.org/10.1016/j.qref.2022.06.005\">https://doi.org/10.1016/j.qref.2022.06.005</a>.","ama":"Wengerek ST, Hippert B, Uhde A. Risk allocation through securitization – Evidence from non-performing loans. <i>The Quarterly Review of Economics and Finance</i>. 2022;Vol. 86 (11):48-64. doi:<a href=\"https://doi.org/10.1016/j.qref.2022.06.005\">https://doi.org/10.1016/j.qref.2022.06.005</a>"},"jel":["G21","G28","G32"],"page":"48-64","year":"2022","date_created":"2019-09-06T08:59:28Z","author":[{"id":"48837","full_name":"Wengerek, Sascha Tobias","orcid":"0000-0002-7820-3903","last_name":"Wengerek","first_name":"Sascha Tobias"},{"id":"48476","full_name":"Hippert, Benjamin","last_name":"Hippert","first_name":"Benjamin"},{"first_name":"André","orcid":"https://orcid.org/0000-0002-8058-8857","last_name":"Uhde","id":"36049","full_name":"Uhde, André"}],"volume":"Vol. 86 (11)","date_updated":"2022-12-23T11:27:53Z","publisher":"Elsevier","doi":"https://doi.org/10.1016/j.qref.2022.06.005","title":"Risk allocation through securitization – Evidence from non-performing loans","type":"journal_article","publication":"The Quarterly Review of Economics and Finance","status":"public","abstract":[{"lang":"eng","text":"Employing a unique and hand-collected sample of 648 true sale loan securitization transactions issued by 57 stock-listed banks across the EU-12 plus Switzerland over the period from 1997 to 2010, this paper empirically analyzes the relationship between true sale loan securitization and the issuing banks’ non-performing loans to total assets ratios. Overall, we provide evidence for a negative impact of securitization on NPL exposures suggesting that banks predominantly used securitization as an instrument of credit risk transfer and diversification. In addition, the analysis at hand reveals a time-sensitive relationship between securitization and NPL exposures. While we observe an even stronger NPL-reducing effect through securitization during the non-crisis periods, the effect reverses during and after the global financial crisis suggesting that banks were forced to provide credit enhancement and employ securitization as a funding management tool. Along with the results from a variety of sensitivity analyses our study provides important implications for the recent debate on reducing NPL exposures of European banks by revitalizing the European securitization market."}],"user_id":"36049","department":[{"_id":"186"},{"_id":"188"}],"_id":"13147","language":[{"iso":"eng"}],"article_type":"original","keyword":["European Banking","Non-performing Loans","Securitization"]},{"date_created":"2020-08-07T09:34:29Z","author":[{"first_name":"Sascha Tobias","orcid":"0000-0002-7820-3903","last_name":"Wengerek","id":"48837","full_name":"Wengerek, Sascha Tobias"}],"date_updated":"2022-01-06T06:53:17Z","main_file_link":[{"url":"https://ideas.repec.org/p/pdn/dispap/59.html"}],"title":"Share price reactions to tariff imposition announcements in the Trump era - An event study of the trade conflict","page":"63","citation":{"chicago":"Wengerek, Sascha Tobias. <i>Share Price Reactions to Tariff Imposition Announcements in the Trump Era - An Event Study of the Trade Conflict</i>, 2020.","ieee":"S. T. Wengerek, <i>Share price reactions to tariff imposition announcements in the Trump era - An event study of the trade conflict</i>. 2020.","ama":"Wengerek ST. <i>Share Price Reactions to Tariff Imposition Announcements in the Trump Era - An Event Study of the Trade Conflict</i>.; 2020.","mla":"Wengerek, Sascha Tobias. <i>Share Price Reactions to Tariff Imposition Announcements in the Trump Era - An Event Study of the Trade Conflict</i>. 2020.","bibtex":"@book{Wengerek_2020, title={Share price reactions to tariff imposition announcements in the Trump era - An event study of the trade conflict}, author={Wengerek, Sascha Tobias}, year={2020} }","short":"S.T. Wengerek, Share Price Reactions to Tariff Imposition Announcements in the Trump Era - An Event Study of the Trade Conflict, 2020.","apa":"Wengerek, S. T. (2020). <i>Share price reactions to tariff imposition announcements in the Trump era - An event study of the trade conflict</i>."},"jel":["F14","F18","F23","F51"],"year":"2020","department":[{"_id":"186"}],"user_id":"48837","_id":"17703","language":[{"iso":"eng"}],"keyword":["event study","international relations","protectionism","strategic trade policy","tariffs","trade conflict"],"type":"working_paper","status":"public","abstract":[{"text":"Employing a unique sample of 2,849 tariff imposition announcements by and against the United States (U.S.) over the period from 2018 to 2019, this study analyzes the impact of recent tariff announcements on share prices from 859 U.S. companies. We provide evidence for negative (cumulative) average abnormal stock returns due to tariff announcements during a symmetric three-day event window. We suggest that stock market investors expect adverse impacts of tariff impositions, e.g. a decrease in the companies' future cash flows and a threat of retaliation. The negative wealth effects are observed irrespective of whether the Trump administration announces safeguard tariffs to protect domestic firms or a retaliation is declared by foreign countries. Moreover, building several subsamples, we find that the adverse impact is mostly driven by announcements involving China and is associated with a variety of sector, tariff, trade and firm characteristics.","lang":"eng"}]},{"author":[{"last_name":"Ortmann","id":"10020","full_name":"Ortmann, Regina","first_name":"Regina"},{"first_name":"Matthias","orcid":" https://orcid.org/0000-0001-5740-2420","last_name":"Pelster","full_name":"Pelster, Matthias","id":"67265"},{"first_name":"Sascha Tobias","last_name":"Wengerek","orcid":"0000-0002-7820-3903","id":"48837","full_name":"Wengerek, Sascha Tobias"}],"date_created":"2020-08-08T08:52:14Z","volume":37,"date_updated":"2022-01-06T06:53:19Z","doi":"10.1016/j.frl.2020.101717","title":"COVID-19 and investor behavior","publication_status":"published","publication_identifier":{"issn":["1544-6123"]},"citation":{"ieee":"R. Ortmann, M. Pelster, and S. T. Wengerek, “COVID-19 and investor behavior,” <i>Finance Research Letters</i>, vol. 37, 2020.","chicago":"Ortmann, Regina, Matthias Pelster, and Sascha Tobias Wengerek. “COVID-19 and Investor Behavior.” <i>Finance Research Letters</i> 37 (2020). <a href=\"https://doi.org/10.1016/j.frl.2020.101717\">https://doi.org/10.1016/j.frl.2020.101717</a>.","ama":"Ortmann R, Pelster M, Wengerek ST. COVID-19 and investor behavior. <i>Finance Research Letters</i>. 2020;37. doi:<a href=\"https://doi.org/10.1016/j.frl.2020.101717\">10.1016/j.frl.2020.101717</a>","short":"R. Ortmann, M. Pelster, S.T. Wengerek, Finance Research Letters 37 (2020).","bibtex":"@article{Ortmann_Pelster_Wengerek_2020, title={COVID-19 and investor behavior}, volume={37}, DOI={<a href=\"https://doi.org/10.1016/j.frl.2020.101717\">10.1016/j.frl.2020.101717</a>}, number={101717}, journal={Finance Research Letters}, author={Ortmann, Regina and Pelster, Matthias and Wengerek, Sascha Tobias}, year={2020} }","mla":"Ortmann, Regina, et al. “COVID-19 and Investor Behavior.” <i>Finance Research Letters</i>, vol. 37, 101717, 2020, doi:<a href=\"https://doi.org/10.1016/j.frl.2020.101717\">10.1016/j.frl.2020.101717</a>.","apa":"Ortmann, R., Pelster, M., &#38; Wengerek, S. T. (2020). COVID-19 and investor behavior. <i>Finance Research Letters</i>, <i>37</i>. <a href=\"https://doi.org/10.1016/j.frl.2020.101717\">https://doi.org/10.1016/j.frl.2020.101717</a>"},"intvolume":"        37","year":"2020","user_id":"67265","department":[{"_id":"186"},{"_id":"578"}],"_id":"17730","language":[{"iso":"eng"}],"article_number":"101717","type":"journal_article","publication":"Finance Research Letters","status":"public"},{"article_number":"101717","_id":"41180","department":[{"_id":"590"}],"user_id":"21222","status":"public","type":"journal_article","doi":"10.1016/j.frl.2020.101717","date_updated":"2023-01-31T12:41:28Z","volume":37,"author":[{"first_name":"Regina","id":"10020","full_name":"Ortmann, Regina","last_name":"Ortmann"},{"full_name":"Pelster, Matthias","id":"67265","last_name":"Pelster","orcid":" https://orcid.org/0000-0001-5740-2420","first_name":"Matthias"},{"last_name":"Wengerek","orcid":"0000-0002-7820-3903","id":"48837","full_name":"Wengerek, Sascha Tobias","first_name":"Sascha Tobias"}],"intvolume":"        37","citation":{"apa":"Ortmann, R., Pelster, M., &#38; Wengerek, S. T. (2020). COVID-19 and investor behavior. <i>Finance Research Letters</i>, <i>37</i>, Article 101717. <a href=\"https://doi.org/10.1016/j.frl.2020.101717\">https://doi.org/10.1016/j.frl.2020.101717</a>","mla":"Ortmann, Regina, et al. “COVID-19 and Investor Behavior.” <i>Finance Research Letters</i>, vol. 37, 101717, Elsevier BV, 2020, doi:<a href=\"https://doi.org/10.1016/j.frl.2020.101717\">10.1016/j.frl.2020.101717</a>.","short":"R. Ortmann, M. Pelster, S.T. Wengerek, Finance Research Letters 37 (2020).","bibtex":"@article{Ortmann_Pelster_Wengerek_2020, title={COVID-19 and investor behavior}, volume={37}, DOI={<a href=\"https://doi.org/10.1016/j.frl.2020.101717\">10.1016/j.frl.2020.101717</a>}, number={101717}, journal={Finance Research Letters}, publisher={Elsevier BV}, author={Ortmann, Regina and Pelster, Matthias and Wengerek, Sascha Tobias}, year={2020} }","ama":"Ortmann R, Pelster M, Wengerek ST. COVID-19 and investor behavior. <i>Finance Research Letters</i>. 2020;37. doi:<a href=\"https://doi.org/10.1016/j.frl.2020.101717\">10.1016/j.frl.2020.101717</a>","ieee":"R. Ortmann, M. Pelster, and S. T. Wengerek, “COVID-19 and investor behavior,” <i>Finance Research Letters</i>, vol. 37, Art. no. 101717, 2020, doi: <a href=\"https://doi.org/10.1016/j.frl.2020.101717\">10.1016/j.frl.2020.101717</a>.","chicago":"Ortmann, Regina, Matthias Pelster, and Sascha Tobias Wengerek. “COVID-19 and Investor Behavior.” <i>Finance Research Letters</i> 37 (2020). <a href=\"https://doi.org/10.1016/j.frl.2020.101717\">https://doi.org/10.1016/j.frl.2020.101717</a>."},"publication_identifier":{"issn":["1544-6123"]},"publication_status":"published","keyword":["Finance"],"language":[{"iso":"eng"}],"publication":"Finance Research Letters","title":"COVID-19 and investor behavior","publisher":"Elsevier BV","date_created":"2023-01-31T12:35:33Z","year":"2020","quality_controlled":"1"},{"year":"2019","citation":{"ama":"Hippert B, Uhde A, Wengerek ST. Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe. <i>Review of Derivatives Research </i>. 2019;22(2):203-259. doi:<a href=\"https://doi.org/10.1007/s11147-018-9148-8\">https://doi.org/10.1007/s11147-018-9148-8</a>","ieee":"B. Hippert, A. Uhde, and S. T. Wengerek, “Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe,” <i>Review of Derivatives Research </i>, vol. 22, no. 2, pp. 203–259, 2019, doi: <a href=\"https://doi.org/10.1007/s11147-018-9148-8\">https://doi.org/10.1007/s11147-018-9148-8</a>.","chicago":"Hippert, Benjamin, André Uhde, and Sascha Tobias Wengerek. “Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe.” <i>Review of Derivatives Research </i> 22, no. 2 (2019): 203–59. <a href=\"https://doi.org/10.1007/s11147-018-9148-8\">https://doi.org/10.1007/s11147-018-9148-8</a>.","short":"B. Hippert, A. Uhde, S.T. Wengerek, Review of Derivatives Research  22 (2019) 203–259.","mla":"Hippert, Benjamin, et al. “Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe.” <i>Review of Derivatives Research </i>, vol. 22, no. 2, 2019, pp. 203–59, doi:<a href=\"https://doi.org/10.1007/s11147-018-9148-8\">https://doi.org/10.1007/s11147-018-9148-8</a>.","bibtex":"@article{Hippert_Uhde_Wengerek_2019, title={Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe}, volume={22}, DOI={<a href=\"https://doi.org/10.1007/s11147-018-9148-8\">https://doi.org/10.1007/s11147-018-9148-8</a>}, number={2}, journal={Review of Derivatives Research }, author={Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}, year={2019}, pages={203–259} }","apa":"Hippert, B., Uhde, A., &#38; Wengerek, S. T. (2019). Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe. <i>Review of Derivatives Research </i>, <i>22</i>(2), 203–259. <a href=\"https://doi.org/10.1007/s11147-018-9148-8\">https://doi.org/10.1007/s11147-018-9148-8</a>"},"jel":["C61","G01","G11","G15","G23"],"intvolume":"        22","page":"203-259","publication_status":"published","issue":"2","title":"Portfolio Benefits of Adding Corporate Credit Default Swap Indices: Evidence from North America and Europe","doi":"https://doi.org/10.1007/s11147-018-9148-8","date_updated":"2022-05-04T06:15:02Z","date_created":"2018-10-01T12:17:35Z","author":[{"first_name":"Benjamin","full_name":"Hippert, Benjamin","id":"48476","last_name":"Hippert"},{"id":"36049","full_name":"Uhde, André","last_name":"Uhde","orcid":"https://orcid.org/0000-0002-8058-8857","first_name":"André"},{"id":"48837","full_name":"Wengerek, Sascha Tobias","last_name":"Wengerek","orcid":"0000-0002-7820-3903","first_name":"Sascha Tobias"}],"volume":22,"abstract":[{"text":"Employing main and sector-specific investment-grade CDS indices from the North American and European CDS market and performing mean-variance out-of-sample analyses for conservative and aggressive investors over the period from 2006 to 2014, this paper analyzes portfolio benefits of adding corporate CDS indices to a traditional financial portfolio consisting of stock and sovereign bond indices. As a baseline result, we initially find an increase in portfolio (downside) risk-diversification when adding CDS indices, which is observed irrespective of both CDS markets, investor-types and different sub-periods, including the global financial crisis and European sovereign debt crisis. In addition, the analysis reveals higher portfolio excess returns and performance in CDS index portfolios, however, these effects clearly differ between markets, investor-types and sub-periods. Overall, portfolio benefits of adding CDS indices mainly result from the fact that institutional investors replace sovereign bond indices rather than stock indices by CDS indices due to better risk-return characteristics. Our baseline findings remain robust under a variety of robustness checks. Results from sensitivity analyses provide further important implications for institutional investors with a strategic focus on a long-term conservative portfolio management.","lang":"eng"}],"status":"public","type":"journal_article","publication":"Review of Derivatives Research ","article_type":"original","keyword":["Corporate credit default swap indices","Mean-variance asset allocation","Out-of-sample portfolio optimization","Portfolio risk-diversification","Portfolio performance evaluation"],"language":[{"iso":"eng"}],"_id":"4562","user_id":"36049","department":[{"_id":"188"},{"_id":"186"}]},{"keyword":["banking","outstanding CDS net notional","determinants of bank CDS trading"],"language":[{"iso":"eng"}],"_id":"13145","department":[{"_id":"186"},{"_id":"188"}],"series_title":"No 51","user_id":"36049","abstract":[{"lang":"eng","text":"Employing credit default swap (CDS) data for a sample of 52 major banks across 18 countries from 2008 to 2016, this paper investigates determinants of the outstanding net notional amount of CDS which are written on banks. We extend the current literature dealing with CDS trading by analyzing further CDS trading-specific, fundamental bank-specific as well as macroeconomic and institutional determinants with a focus on bank CDS trading. We find that, next to well-discussed determinants for corporate firms in the literature, especially a bank's tail risk, capital adequacy, loan portfolio and business model affect a bank's outstanding CDS net notional. This finding indicates that investors in the bank CDS market partly have a recourse to a fundamental analysis for their investment decision. Our study fills an important gap since empirical studies have solely focused on sovereign and corporate CDS yet. In addition, the analysis at hand provides important implications for both academics and practitioners since understanding the trading motives of bank CDS investors gives deeper insights into the still opaque CDS market. "}],"status":"public","type":"working_paper","title":"Determinants of CDS trading on major banks","date_updated":"2024-04-17T13:35:52Z","date_created":"2019-09-06T07:46:50Z","author":[{"first_name":"Benjamin","full_name":"Hippert, Benjamin","id":"48476","last_name":"Hippert"},{"last_name":"Uhde","orcid":"https://orcid.org/0000-0002-8058-8857","full_name":"Uhde, André","id":"36049","first_name":"André"},{"first_name":"Sascha Tobias","full_name":"Wengerek, Sascha Tobias","id":"48837","last_name":"Wengerek","orcid":"0000-0002-7820-3903"}],"place":"Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics","year":"2019","jel":["G10","G12","G21"],"citation":{"apa":"Hippert, B., Uhde, A., &#38; Wengerek, S. T. (2019). <i>Determinants of CDS trading on major banks</i>.","bibtex":"@book{Hippert_Uhde_Wengerek_2019, place={Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics}, series={No 51}, title={Determinants of CDS trading on major banks}, author={Hippert, Benjamin and Uhde, André and Wengerek, Sascha Tobias}, year={2019}, collection={No 51} }","mla":"Hippert, Benjamin, et al. <i>Determinants of CDS Trading on Major Banks</i>. 2019.","short":"B. Hippert, A. Uhde, S.T. Wengerek, Determinants of CDS Trading on Major Banks, Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics, 2019.","ieee":"B. Hippert, A. Uhde, and S. T. Wengerek, <i>Determinants of CDS trading on major banks</i>. Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics, 2019.","chicago":"Hippert, Benjamin, André Uhde, and Sascha Tobias Wengerek. <i>Determinants of CDS Trading on Major Banks</i>. No 51. Working Papers Dissertations from Paderborn University, Faculty of Business Administration and Economics, 2019.","ama":"Hippert B, Uhde A, Wengerek ST. <i>Determinants of CDS Trading on Major Banks</i>.; 2019."}},{"type":"working_paper","status":"public","abstract":[{"text":"Employing a unique and hand-collected sample of 648 true sale loan securitization\r\ntransactions issued by 57 stock-listed banks across the EU-12 plus Switzerland\r\nover the period from 1997 to 2010, this paper empirically analyzes the relationship\r\nbetween true sale loan securitization and the issuing banks' non-performing loan\r\nto total assets ratios (NPLRs). We provide evidence for an NPLR-reducing effect\r\nduring the boom phase of securitizations in Europe suggesting that banks in our\r\nsample may (partly) securitize NPLs as the most risky junior tranche and do not\r\n(fully) retain NPLs as a reputation and quality signal towards less informed investors\r\nin imperfect capital markets. In contrast, we fi\fnd the reverse effect during the\r\ncrises period in Europe indicating that issuing banks provided credit enhancement\r\nand demonstrated `skin in the game'. Our baseline result remains robust when\r\ncontrolling for endogeneity concerns and a potential persistence in the time series\r\nof the NPL data. Moreover, results from a variety of sensitivity analysis reveal\r\nthat the NPLR-reducing effect is stronger for opaque securitization transactions,\r\nfor issuing banks exhibiting higher average levels of NPLRs and for banks operating\r\nfrom non-PIIGS countries. In addition, a reduction of NPLRs through securitization\r\nis observed for issued collateralized debt obligations, residential mortgage-backed\r\nsecurities, consumer and other unspeci\fed loans as well as for non-frequently issuing,\r\nsystemically less important and worse-rated banks. Our analysis offers essential\r\ninsights into the loan risk allocation process through securitization and provides\r\nimportant implications for the vital debate on reducing NPL exposures and the\r\nprocess of revitalizing and regulating the European securitization market.","lang":"eng"}],"user_id":"36049","department":[{"_id":"186"},{"_id":"188"}],"_id":"5171","language":[{"iso":"eng"}],"keyword":["European Banking","Non-performing Loans","Risk Allocation","Securitization"],"publication_status":"submitted","jel":["G21","G28","G32"],"citation":{"short":"A. Uhde, S.T. Wengerek, The Relationship between Credit Risk Transfer and Non-Performing Loans. Evidence from European Banks, n.d.","mla":"Uhde, André, and Sascha Tobias Wengerek. <i>The Relationship between Credit Risk Transfer and Non-Performing Loans. Evidence from European Banks</i>.","bibtex":"@book{Uhde_Wengerek, title={The relationship between credit risk transfer and non-performing loans. Evidence from European banks}, author={Uhde, André and Wengerek, Sascha Tobias} }","apa":"Uhde, A., &#38; Wengerek, S. T. (n.d.). <i>The relationship between credit risk transfer and non-performing loans. Evidence from European banks</i>.","ieee":"A. Uhde and S. T. Wengerek, <i>The relationship between credit risk transfer and non-performing loans. Evidence from European banks</i>. .","chicago":"Uhde, André, and Sascha Tobias Wengerek. <i>The Relationship between Credit Risk Transfer and Non-Performing Loans. Evidence from European Banks</i>, n.d.","ama":"Uhde A, Wengerek ST. <i>The Relationship between Credit Risk Transfer and Non-Performing Loans. Evidence from European Banks</i>."},"year":"2017","author":[{"first_name":"André","id":"36049","full_name":"Uhde, André","last_name":"Uhde","orcid":"https://orcid.org/0000-0002-8058-8857"},{"first_name":"Sascha Tobias","orcid":"0000-0002-7820-3903","last_name":"Wengerek","full_name":"Wengerek, Sascha Tobias","id":"48837"}],"date_created":"2018-10-31T10:07:26Z","date_updated":"2024-04-17T13:34:47Z","title":"The relationship between credit risk transfer and non-performing loans. Evidence from European banks"}]