We study the exposure of mortgage borrowers in Switzerland to interest rate, income and house price risks and examine … analysis is based on a unique data set of household mortgage applications from September 2012 until January 2014. Our … assessment of risk exposure among mortgage borrowers in Switzerland is highly sensitive to the underlying assumptions on mortgage …

We study the aggregate exposure of mortgage borrowers in Switzerland to interest rate and house price risks and examine … variation. The analysis is based on a unique data set of household mortgage applications. Our results suggest that the aggregate …

We make two contributions to the study of house price index and mortgage credit modeling accuracy. First, we assess the … number of transactions. Second, we estimate a competing options credit model using 15 years of mortgage performance data in … benefits of using more localized house price indices when predicting property values and mortgage performance …