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 …

of macroprudential instruments addressing mortgage credit. The model compares the introduction of a loan-to-value ratio …

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 …

This paper uses a unique data set on more than 600,000 mortgage contracts to estimate a credit supply function which … are suggestive of considerable risk heterogeneity with riskier borrowers penalised more for borrowing more. -- mortgage …

simulation suggests that the amortization scheme known as SAC for the mortgage system is a better choice in nearly two-thirds of … should acknowledge this level of uncertainty by including explicit mortgage renegotiations within shorter periods. …

price changes on mortgage credit supply. Based on approximately 33 million real estate online listings, we construct a … isolate the effect on mortgage credit supply by all local German banks. First, a RETT hike by one percentage point reduces HPI … the RETT leads to a 1.4% decline in mortgage lending. This transmission of fiscal policy to mortgage credit supply is …

We develop a theoretical model of mortgage loss rates that evaluates their main underlying risk factors. Following the … mortgage loss rates. In addition, we show potential applications of the model for different macroprudential instruments: stress …