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 … through which regulation could have affected bank incentives …

evidence of bank using CDS to exploit private information …

We document that banks reduce supply of jumbo mortgage loans when policy uncertainty increases in their headquarter …

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

Since Basel II was introduced in 2008, two approaches to calculating bank capital requirements have co-existed: lenders … management. Our results have broad implications for the design of the international bank capital framework …

moderating mortgage loan creation, and its effectiveness needs to be estimated empirically. This paper is unique in that it … analyzes the effect of LTV on mortgage lending, the direct channel of influence, using a large sample of banks in 10 Asian … show that economies with LTV polices have expanded residential mortgage loans by 6.7% per year, while non-LTV economies …

concordance with the Basel guidelines as applied by a bank supervisor. The findings show that SRISK produced a more consistent …

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

We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U … the public, long-term systemic risk among banks tends to increase. From the dynamic perspective, bank penalties represent … long-term. In this respect, bank penalties resemble still waters that run deep. In contrast, a settlement with regulatory …

researchers to depend on data from insurance company portfolios or the commercial mortgage backed securities (CMBS) market …, neither of which are good proxies for bank CRE loans. We use a unique loan-level dataset from banks taken immediately to their …