. The results of the dynamic panel data models show that the NPL ratio is lower and less persistent for banks in countries …

In a recent set of influential papers, researchers have argued that residential mortgage foreclosures reduce the sale … mortgage distress on house prices. …

means of past mortgage deliquency rates. We give a statistical evidence that the non-normal model is much more suitable than …

panel estimations based on a dataset that comprises individual balance-sheet information on all German banks. It shows that …

the macroeconomic and bank-specific determinants of NPLs for a panel of 27 banks from the Baltics using annual data for …

In a recent set of influential papers, researchers have argued that residential mortgage foreclosures reduce the sale … mortgage distress on house prices. …

Surprisingly little is known about the importance of mortgage payment size for default, as efforts to measure the …

We investigate the socio-economic determinants of mortgage delinquency in 12 EU countries and observe that income … volatility significantly increases the mortgage delinquency risk. This pattern even holds for borrowers with higher …-income profiles if volatility in income is high enough. From this result we can draw the following conclusions: i) mortgage protection …

Surprisingly little is known about the importance of mortgage payment size for default, as efforts to measure the …

risk models they are an important constituent. Yet, modeling and estimation of PDs and correlations is still under active …