. The proposed method is general and can accommodate several scenarios for the reverse mortgage specifications, including … fixed or variable mortgage rates and different income stream schemes (with the lump sum as a particular case). The results … for the U.K. show that the reverse mortgage provider faces higher risk when the lender initially advances a higher amount …

How has the CCB affected mortgage pricing after Switzerland became the first country to activate this Basel III … macroprudential tool? By analyzing a database with several offers per mortgage request, we construct a picture of mortgage supply and … demand. We find, first, that the CCB changes the composition of mortgage supply, as relatively capital-constrained and …

examine the relationship between LGD and certain bank characteristics. The results inform commercial lenders and regulators …