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Macro to the rescue? : an analysis of macroprudential instruments to regulate housing credit

Falter, Alexander - 2019

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

Persistent link: https://www.econbiz.de/10012034723

The distribution of debt across euro area countries : the role of individual characteristics, institutions and credit conditions

Bover, Olympia; Casado, Jose Maria; Costa, Sónia; Du … - 2014

the main mortgage. Second, we examine the role of legal and economic institutions in accounting for these differences. We … youngest group of households borrow lower amounts (conditional on borrowing), and the mortgage interest rates paid by low …

Persistent link: https://www.econbiz.de/10010249770

Stress testing the German mortgage market

Barasinska, Nataliya; Haenle, Philipp; Koban, Anne; … - 2019

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 …

Persistent link: https://www.econbiz.de/10012012997

The impact of borrower-based instruments on household vulnerability in Germany

Barasinska, Nataliya; Ludwig, Johannes; Vogel, Edgar - 2021 - This version: June 22, 2021

hypothetical activation shows that the introduction of a cap on the loan-to-value (LTV) ratio of new mortgage loans in Germany …

Persistent link: https://www.econbiz.de/10012589225

Regulatory competition in capital standards with selection effects among banks

Haufler, Andreas; Maier, Ulf - 2017

Several countries have recently introduced national capital standards exceeding the internationally coordinated Basel III rules, which is inconsistent with the 'race to the bottom' in capital standards found in the literature. We study regulatory competition when banks are heterogeneous and give...

Persistent link: https://www.econbiz.de/10011591503

Deregulation and efficiency in slot-constrained airports

Picard, Pierre M.; Tampieri, Alessandro; Wan, Xi - 2023

Persistent link: https://www.econbiz.de/10014472570

A comprehensive view on risk reporting : evidence from supervisory data

Abbassi, Puriya; Schmidt, Michael - 2018

We show that banks' risk exposure in one asset category affects how they report regulatory risk weights for another asset category. Specifically, banks report lower credit risk weights for their loan portfolio when they face higher risk exposure in their trading book. This relationship is...

Persistent link: https://www.econbiz.de/10011826077

Asset encumbrance, bank funding and financial fragility

Ahnert, Toni; Anand, Kartik; Gai, Prasanna; Chapman, James - 2016

How does asset encumbrance affect the fragility of intermediaries subject to rollover risk? We offer a model in which a bank issues covered bonds backed by a pool of assets that is bankruptcy remote and replenished following losses. Encumbering assets allows a bank to raise cheap secured debt...

Persistent link: https://www.econbiz.de/10011486236

M-PRESS-CreditRisk : a holistic micro- and macroprudential approach to capital requirements

Tente, Natalia; Westernhagen, Natalja von; Slopek, Ulf … - 2017

M-PRESS-CreditRisk is a new top-down macro stress testing framework that can help supervisors gauge banks' capital adequacy related to credit risk. For the first time, it combines calibration of microprudential capital requirements and macroprudential buffers in a unified, coherent framework....

Persistent link: https://www.econbiz.de/10011663208

Sovereign risk and bank fragility

Anand, Kartik; Mankart, Jochen - 2020

We develop a model of bank risk-taking with strategic sovereign default risk. Domestic banks invest in real projects and purchase government bonds. While an increase in bond purchases crowds out profitable investments, it improves the government's incentives to repay and therefore lowers its...

Persistent link: https://www.econbiz.de/10012301195

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