the practice of US mortgage banks to securitise loans given especially to subprime borrowers. In the same crisis, several … sample of 100 announcements of US mortgage banks between 2006 and 2009, this paper provides em-pirical evidence that isolated … failures of US mortgage banks caused significant contagion effects in the US financial system. Conversely, especially the …

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 …

have higher mortgage delinquency and charge-off rates and significantly higher probabilities of failure during the last … stronger capital buffers. Our results suggest that there is scope for improved measures of mortgage loan risk that could be …

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

associated with the liquidation of collateralized debt. Using the mortgage market as a laboratory, we conjecture that lenders …

The 2010s saw a profound shift towards jumbo mortgage lending by large banks that are regulated under the Dodd …-Frank Act. Using data from the Home Mortgage Disclosure Act, we show that the “jumbo shift” is correlated with being subject to …