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Fixed Rate versus Adjustable Rate Mortgages : Evidence from Euro Area Banks
Albertazzi, Ugo - 2019
mortgage-backed securities is more widespread …
Persistent link: https://www.econbiz.de/10012860418
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Monetary Policy Transmission to Mortgages in a Negative Interest Rate Environment
Amzallag, Adrien - 2019
behaviour of Italian mortgage lenders using a novel loan-level dataset. When policy rates turn negative, banks with higher …
Persistent link: https://www.econbiz.de/10012892476
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Financing Constraints, Employment, and Labor Compensation : Evidence from the Subprime Mortgage Crisis
Popov, Alexander A. - 2015
to German savings banks during the US mortgage crisis that are unrelated to local conditions. We find that firms with …
Persistent link: https://www.econbiz.de/10013019626
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Mortgage Indebtedness and Household Financial Distress
Georgarakos, Dimitris - 2010
towards mortgage indebtedness. We find that a given debt burden creates much higher distress in countries with fewer mortgage … holders relative to countries where a significant part of households uses mortgage debt. This effect is net of ppp …
Persistent link: https://www.econbiz.de/10013147952
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Household Risk Management and Actual Mortgage Choice in the Euro Area
Ehrmann, Michael - 2014
Mortgages constitute the largest part of household debt. An essential choice when taking out a mortgage is between …-country study has analyzed what determines household demand for mortgage types, a task that this paper takes up using new data for … exercise to identify how the easing of monetary policy during the financial crisis affected mortgage holders. It shows that the …
Persistent link: https://www.econbiz.de/10013060536
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House Prices, Home Equity and Entrepreneurships
Corradin, Stefano - 2013
How does home ownership affect new business creation? We develop a model of career choice in the presence of liquidity constraints in which shocks to the value of real estate affect the propensity of potential entrepreneurs to borrow against the value of their property. Using a large US...
Persistent link: https://www.econbiz.de/10013082537
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Lifting the banking veil: Credit standards' harmonization through lending transparency
Kang, Jung Koo; Loumioti, Maria; Moerman, Regina Wittenberg - 2020
We explore whether the transparency in banks' lending activities enhances the harmonization of credit terms that a bank offers across its different geographic regions. We take advantage of a novel loan-level reporting initiative by the European Central Bank, which requires repo borrowing banks...
Persistent link: https://www.econbiz.de/10012422029
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Does IFRS 9 increase banks' resilience?
Kund, Arndt-Gerrit; Rugilo, Daniel - 2023
IFRS 9 substantially affects the financial sector by changing the impairment methodology for credit losses. This paper analyzes the implications of the change from IAS 39 to IFRS 9 in the context of bank resilience. We shed light on two effects. First, the "cliff-effect", which refers to sudden...
Persistent link: https://www.econbiz.de/10014374493
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An Economic Capital Model Integrating Credit and Interest Rate Risk in the Banking Book
Alessandri, Piergiorgio - 2009
Banks typically determine their capital levels by separately analysing credit and interest rate risk, but the interaction between the two is significant and potentially complex. We develop an integrated economic capital model for a banking book where all exposures are held to maturity. Our...
Persistent link: https://www.econbiz.de/10012764393
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Lifting the Banking Veil : Credit Standards’ Harmonization Through Lending Transparency
Kang, Jung Koo - 2020
We explore whether the transparency in banks' lending activities enhances the harmonization of credit terms that a bank offers across its different geographic regions. We take advantage of a novel loan-level reporting initiative by the European Central Bank, which requires repo borrowing banks...
Persistent link: https://www.econbiz.de/10012843214