Berlinger, Edina; Walter, György - Közgazdaság-tudományi Intézet, Közgazdaság- és … - 2015
In Hungary, more than 22% of the FX mortgage portfolio is non-performing and the tendency is worsening. In this paper we propose a solution to effectively reduce the credit and systemic risk inherent to this portfolio, but the proposed model can be applied to other mortgage portfolios in...