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We study the effects of securitization on renegotiation of distressed residential mortgages over the current financial … 60% of US mortgage market. Exploiting within-servicer variation in this data, we find that bank-held loans are 26% to 36 … of bank-held loans are more efficient: conditional on a modification, bank-held loans have lower post …
Persistent link: https://www.econbiz.de/10013131514
We study the effects of securitization on renegotiation of distressed residential mortgages over the current financial …% of the U.S. mortgage market. Exploiting within-servicer variation in these data, we find that bank-held loans are 26% to …, modifications of bank-held loans are more efficient: conditional on a modification, bank-held loans have lower post …
Persistent link: https://www.econbiz.de/10008821936
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findings, based on simulated data that reproduce a bank's mean PD and LGD values. The findings do show that the Pareto … range found in the mid to mid-high risk segments for many banks' portfolios. The use of Pareto distribution is consistent …
Persistent link: https://www.econbiz.de/10013128402
This paper empirically examines the benefits of relationship banking to banks, in the context of consumer credit … markets. Using a unique panel dataset that contains comprehensive information about the relationships between a large bank and …, dynamic information about changes in the behavior of a customer's other accounts at the bank, such as changes in checking and …
Persistent link: https://www.econbiz.de/10013133219
Yes, it did. We use exogenous variation in banks' incentives to conform to the standards of the Community Reinvestment … compares lending behavior of banks undergoing CRA exams within a given census tract in a given month to the behavior of banks … by banks: in the six quarters surrounding the CRA exams lending is elevated on average by about 5 percent every quarter …
Persistent link: https://www.econbiz.de/10013096848