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Postcode-level reverse mortgages: longevity risks, house price risks, and welfare gain
Lyu, Lingfeng - 2023
Persistent link: https://www.econbiz.de/10014461443
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Mortgage defaults
Hatchondo, Juan Carlos; Martinez, Leonardo; Sanchez, Juan M. - 2011
down payments, the life-cycle profile of home ownership, and the mortgage default rate. In addition, we show that the …
Persistent link: https://www.econbiz.de/10009298094
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A semi-structural credit gap for Malta : a multivariate filter approach
Gatt, William - 2024
This paper presents a credit gap for Malta derived from a semi-structural multivariate filter. This modelling approach …
Persistent link: https://www.econbiz.de/10014633582
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How to find plausible, severe, and useful stress scenarios
Breuer, Thomas; Jandacka, Martin; Rheinberger, Klaus - 2009
Persistent link: https://www.econbiz.de/10003810905
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Pricing default risk : the good, the bad, and the anomaly
Ferreira Filipe, Sara; Grammatikos, Theoharry; Michala, … - 2014
components. The systematic part, measured as the PD sensitivity to aggregate default risk, is positively related to stock returns …
Persistent link: https://www.econbiz.de/10011861135
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Forecasting distress in European SME portfolios
Michala, Dimitra; Grammatikos, Theoharry; Ferreira … - 2013
We develop distress prediction models for non-financial small and medium sized enterprises (SMEs) using a dataset from eight European countries over the period 2000-2009. We examine idiosyncratic and systematic covariates and find that macro conditions and bankruptcy codes add predictive power...
Persistent link: https://www.econbiz.de/10011862221
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Credit risk model of the example of the commercial Banks of the Kyrgyz Republic
Ishmahametov, Namazbai Kumarbaevich (ed.);  … - 2016
Persistent link: https://www.econbiz.de/10012019406
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Bank solvency stress tests with fire sales
Breuer, Thomas; Summer, Martin; Urošević, Branko - 2021
Persistent link: https://www.econbiz.de/10012605950
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Subprime refinancing : equity extraction and mortgage termination
Chomsisengphet, Souphala (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739739
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Accounting for changes in the homeownership rate
Chambers, Matthew (contributor); Garriga, Carlos (contributor) - 2007
played changes in demographic factors and innovations in the mortgage market which lessened downpayment requirements. To … generation model with housing. We find that the long-run importance of the introduction of new mortgage products for the …
Persistent link: https://www.econbiz.de/10003740842