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 …

This paper examines loan originations by mortgage banking subsidiaries surrounding a recent period of regulatory … arbitrage. Mortgage banking subsidiaries of Bank Holding Companies (BHCs) became increasingly active players in the mortgage … quality of loan originations by mortgage banking subsidiaries of BHCs. We use a diff-in-diff estimator with the control group …

We examine the real effects of changes in bank mortgage loan underwriting standards by combining responses to the … Federal Reserve's Senior Loan Officer Opinion Survey, application information from the Home Mortgage Disclosure Act, and local … securitizing banks. In areas with more exposure to banks that have tightened standards, mortgage delinquency rates, house prices …

We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U …