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Driving Factors of the Subprime Crisis and Some Reform Proposals
Rudolph, Bernd; Scholz, Julia - In: CESifo DICE Report 6 (2008) 3, pp. 14-19
Persistent link: https://www.econbiz.de/10005056452
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New Zealand; Selected Issues
International Monetary Fund (IMF); International … - 2009
In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discussions with government officials, is published at the option of the member country.
Persistent link: https://www.econbiz.de/10011244786
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Sweden; Financial Sector Assessment Program Update: Technical Note on Household Indebtedness: Implications for Financial Stability
International Monetary Fund (IMF); International … - 2011
stability. The rise in household debt and the banking system’s increased exposure to mortgage debt resulted with the changes …
Persistent link: https://www.econbiz.de/10011244923
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Housing Finance and Mortgage-Backed Securities in Mexico
Zanforlin, L.; Espinosa-Vega, Marco A - International Monetary Fund (IMF) - 2008
legislative and institutional reforms leading to the development of primary and secondary mortgage markets and reports the main … outlook for the Mexican RMBS market and draws some lessons from the recent U.S. subprime mortgage market problems. …
Persistent link: https://www.econbiz.de/10005248322
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Mortgage Defaults
Martinez, Leonardo; Hatchondo, Juan Carlos; Sanchez, Juan M. - International Monetary Fund (IMF) - 2012
life-cycle profile of home ownership, and the mortgage default rate. The average coefficients that measure the agents …
Persistent link: https://www.econbiz.de/10009650640
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Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market
Deng, Yongheng; Liu, Peng - In: The Journal of Real Estate Finance and Economics 38 (2009) 3, pp. 214-240
. This explains the phenomenon of irregularly high early-stage default and prepayment rates observed in residential mortgage … lending in China, where there are few, if any, financial incentives for mortgage borrowers to exercise either put or call … spot market. However, currently Chinese mortgage banks charge the same rate to all mortgage borrowers. This inefficiency in …
Persistent link: https://www.econbiz.de/10010866982
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Credit Booms and Lending Standards; Evidence From the Subprime Mortgage Market
Dell'Ariccia, Giovanni; Laeven, Luc; Igan, Deniz - International Monetary Fund (IMF) - 2008
This paper links the current sub-prime mortgage crisis to a decline in lending standards associated with the rapid … declines in lending standards by incumbent banks. Finally, lending standards declined more in areas with higher mortgage …
Persistent link: https://www.econbiz.de/10005769083
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Boom–bust cycles: Leveraging, complex securities, and asset prices
Semmler, Willi; Bernard, Lucas - In: Journal of Economic Behavior & Organization 81 (2012) 2, pp. 442-465
Recent history suggests that many boom–bust cycles are naturally driven by linkages between the credit market and asset prices. Additionally, new structured securities have been developed, e.g., MBS, CDOs, and CDS, which have acted as instruments of risk transfer. We show that there is a...
Persistent link: https://www.econbiz.de/10010576931
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Modeling a Distribution of Mortgage Credit Losses
Gapko, Petr; Šmíd, Martin - Institut ekonomických studií, Univerzita Karlova v Praze - 2010
means of past mortgage deliquency rates. We give a statistical evidence that the non-normal model is much more suitable than …
Persistent link: https://www.econbiz.de/10008684713
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Boom-Bust Cycles: Leveraging, Complex Securities, and Asset Prices
Semmler, Willi; Bernard, Lucas - Institut for Miljø og Erhvervsøkonomi, Syddansk … - 2011
Recent history suggests that many boom-bust cycles are naturally driven by linkages between the credit market and asset prices. Additionally, new structured securities have been developed, e.g., MBS, CDOs, and CDS, which have acted as instruments of risk transfer. We show that there is a certain...
Persistent link: https://www.econbiz.de/10011124046