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 …

Nonlocal mortgage lenders with greater exposure to high-growth housing markets accept fewer loan applications in these … lenders' exposure to high-growth markets is associated with more risk, more efficiency, and more return on mortgage portfolios …

Autoregressiven Distributed Lag (ARDL)-Ansatzes werden Tests auf Kointegration der genannten Variablen durchgeführt. Nach Schätzungen … ; Kreditvolumen ; Kointegration …