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Tracking and stress-testing U.S. household leverage
Fuster, Andreas; Guttman-Kenney, Benedict; Haughwout, Andrew - 2016
Borrowers' housing equity is an important component of their wealth and a critical determinant of their vulnerability to shocks. In this paper, we create a unique data set that allows us to provide a comprehensive look at the ratio of housing debt to housing values - what we refer to as...
Persistent link: https://www.econbiz.de/10011523769
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House-price expectations, alternative mortgage products, and default
Brueckner, Jan K.; Calem, Paul Seth; Nakamura, Leonard Isamu - 2015
Persistent link: https://www.econbiz.de/10010502824
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Consumer risk appetite, the credit cycle, and the housing bubble
Breeden, Joseph L.; Canals-Cerdá, José J. - 2016
Persistent link: https://www.econbiz.de/10011449437
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Does CFPB oversight crimp credit?
Fuster, Andreas; Plosser, Matthew; Vickery, James - 2021
Persistent link: https://www.econbiz.de/10012651267
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Bank stress test results and their impact on consumer credit markets
Agarwal, Sumit; An, Xudong; Cordell, Larry; Roman, Raluca A. - 2020
Persistent link: https://www.econbiz.de/10012372949
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The role of government and private institutions in credit cycles in the U.S. mortgage market
Adelino, Manuel; McCartney, William B.; Schoar, Antoinette - 2020
Persistent link: https://www.econbiz.de/10012373100
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Regime shift and the post-crisis world of mortgage loss severities
An, Xudong; Cordell, Larry - 2017 - Current draft: March 2017
Persistent link: https://www.econbiz.de/10011689124
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Endogenous/exogenous segmentation in the A-IRB framework and the pro-cyclicality of capital : an application to mortgage portfolios
Canals-Cerdá, José J. - 2017
Persistent link: https://www.econbiz.de/10011689295
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Financial characteristics of cost of funds indexed loans
Greenfield, Patrick; Hall, Arden - 2019
, the mortgages it would fund, s are a characteristic of fixed-rate mortgages: Values can vary significantly from par if … well as interest rate risk. We conclude that while mortgages using a COF index have clear benefits for borrowers, they also …
Persistent link: https://www.econbiz.de/10012058983
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How do mortgage refinances affect debt, default, and spending? : evidence from HARP
Abel, Joshua; Fuster, Andreas - 2018
borrowers' default rates on mortgages and nonmortgage debts by about 40 percent and 25 percent, respectively. Refinancing also …
Persistent link: https://www.econbiz.de/10011806262