profitfunction. Using the distance function to compute banks’ profitability, we take the distance to the frontier of best practices …

decisively on prevailing loan-to-value (LTV) ratios in mortgage markets with borrowing constrained households. Utilizing a smooth … housing sector in times of high LTV ratios, which, through changes in mortgage lending and mortgage equity withdrawals (MEWs …

separate trends: a sharp fall in the asset acquisition of American households in the 1990s, and an explosion of mortgage … that the American credit boom of the 2000s had few direct links to reserve accumulation in emerging markets. The mortgage …

profitability and stability is correlated with the share of their fee and commission income. Notably, we examine whether the effect … on bank profitability differs depending on the type of fee and commission income. Our results support the view that … securities business, also have a higher profitability. The Z-score also correlates positively with the share of securities …

This paper presents a framework for estimating losses in the residential real estate mortgage portfolios of German …-trigger hypothesis of mortgage defaults. In order to analyse the possible credit losses stemming from residential mortgage lending we … to 2020 for the whole German banking sector. Our results show that loss rates in the residential mortgage portfolios of …