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researchers to depend on data from insurance company portfolios or the commercial mortgage backed securities (CMBS) market …
Persistent link: https://www.econbiz.de/10013120587
This note analyzes the implications of changes in commercial real estate (CRE) prices for the stability of the US banking sector. Using detailed bank-level and CRE price data for US metropolitan statistical areas, the analysis shows that, following a decline in CRE prices, banks with greater...
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We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U …
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We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U …
Persistent link: https://www.econbiz.de/10012697108
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This paper presents a framework for estimating losses in the residential real estate mortgage portfolios of German …-trigger hypothesis of mortgage defaults. In order to analyse the possible credit losses stemming from residential mortgage lending we … to 2020 for the whole German banking sector. Our results show that loss rates in the residential mortgage portfolios of …
Persistent link: https://www.econbiz.de/10012012997