We document that banks reduce supply of jumbo mortgage loans when policy uncertainty increases as measured by the …

separately considers mortgage and non-mortgage securitization, conducts a discrete analysis of regulatory changes in … econometric analysis. Finding: The author has demonstrated that there is a strong inverse relationship between the mortgage … lending volume and the interest rate, and has built a linear function of the estimated mortgage lending volume. The excess in …

researchers to depend on data from insurance company portfolios or the commercial mortgage backed securities (CMBS) market …

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 …

We examine the closeness of relationships between households and their mortgage lenders using survey data which provide …. Our analysis is based on a sample of 470 households which have a mortgage and multiple bank relations, allowing us to … compare mortgage relations and non-mortgage relations for the same households. We find that mortgage relations are used for a …