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Asset prices, collateral and bank lending : the case of Covid-19 and real estate
Horan, Aoife; Jarmulska, Barbara; Ryan, Ellen - 2023
Our paper uses credit registry data for the euro area to examine how the banking system transmits asset price shocks to credit via revaluation of collateral and subsequent lending decisions. Specifically we examine banks' treatment of real estate collateral during the Covid-19 crisis. First we...
Persistent link: https://www.econbiz.de/10014342272
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Do reputable issuers provide better-quality securitizations?
Deku, Solomon Y.; Kara, Alper; Marqués Ibáñez, David - 2019
We examine the link between issuer reputation and mortgage-backed security (MBS) performance using a sample of 4 …
Persistent link: https://www.econbiz.de/10011975518
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Capital requirements, risk shifting and the mortgage market
Uluc, Arzu; Wieladek, Tomasz - 2017
We study the effect of changes to bank-specific capital requirements on mortgage loan supply with a new loan …
Persistent link: https://www.econbiz.de/10011647900
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Government loan guarantees, market liquidity, and lending standards
Ahnert, Toni; Kuncl, Martin - 2022
-sponsored mortgage guarantees by Fannie Mae and Freddie Mac. …
Persistent link: https://www.econbiz.de/10013342211
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Inside asset purchase programs : the effects of unconventional policy on banking competition
Koetter, Michael; Podlich, Natalia; Wedow, Michael - 2017
We test if unconventional monetary policy instruments influence the competitive conduct of banks. Between q2:2010 and q1:2012, the ECB absorbed e218 billion worth of government securities from five EMU countries under the Securities Markets Programme (SMP). Using detailed security holdings data...
Persistent link: https://www.econbiz.de/10011637495
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Bank mergers, competition and liquidity
Carletti, Elena; Hartmann, Philipp; Spagnolo, Giancarlo - 2003
We model the impact of bank mergers on loan competition, banks' reserve holdings and aggregate liquidity. Banks compete …
Persistent link: https://www.econbiz.de/10009635892
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Intensified competition and the impact on credit ratings in the RMBS market
Breemen, Vivian van; Fabozzi, Frank J.; Vink, Dennis - 2022
market for residential mortgage-backed securities (RMBS) in the period 2017-2020. We provide evidence that competition …In this paper, we empirically investigate the impact of intensified competition on rating quality in the credit rating … rating should solely represent the underlying credit risk of a RMBS, irrespective of the competition in the market, our …
Persistent link: https://www.econbiz.de/10013329377
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Macroprudential policy and the role of institutional investors in housing markets
Muñoz, Manuel A. - 2020
Since the onset of the Global Financial Crisis, the presence of institutional investors in housing markets has steadily increased over time. Real estate funds (REIFs) and other housing investment rms leverage large-scale buy-to-rent investments in real estate assets that enable them to set...
Persistent link: https://www.econbiz.de/10012259387
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Monetary policy transmission to mortgages in a negative interest rate environment
Amzallag, Adrien; Calza, Alessandro; Georgarakos, Dimitris - 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/10011975610
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Bank lending in the knowledge economy
Dell'Ariccia, Giovanni; Kadyrzhanova, Dalida; Minoiu, … - 2020
reallocation increased the riskiness of banks' mortgage lending. …
Persistent link: https://www.econbiz.de/10012241166