We present an analysis of the sensitivity of household mortgage probabilities of default (PDs) and loss given default … counterfactual analysis of the responsiveness of mortgage PDs, LGDs, and bank capitalization conditional on adverse scenarios related …

Mortgages constitute the largest part of household debt. An essential choice when taking out a mortgage is between …-country study has analyzed what determines household demand for mortgage types, a task that this paper takes up using new data for … how the easing of monetary policy during the financial crisis affected mortgage holders. It shows that the resulting …

Mortgages constitute the largest part of household debt. An essential choice when taking out a mortgage is between …-country study has analyzed what determines household demand for mortgage types, a task that this paper takes up using new data for … exercise to identify how the easing of monetary policy during the financial crisis affected mortgage holders. It shows that the …

deregulation and harmonisation of banking laws at the EU level has brought about on growth over the last 40 years. Our main …

lending guidelines, and demand in housing construction and mortgage lending has plummeted. Against this background, the paper …