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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 …
Persistent link: https://www.econbiz.de/10012866310
Over the term of a securitization transaction, the concept of non-compliance allows a securitizing bank to classify a securitized loan as materially non-compliant with certain transaction requirements. Such a loan becomes unqualified for loss allocation. Therefore, non-compliant loans can...
Persistent link: https://www.econbiz.de/10012989245
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 …
Persistent link: https://www.econbiz.de/10012012997
hypothetical activation shows that the introduction of a cap on the loan-to-value (LTV) ratio of new mortgage loans in Germany …
Persistent link: https://www.econbiz.de/10012589225
Persistent link: https://www.econbiz.de/10001628556
Persistent link: https://www.econbiz.de/10014006203
Persistent link: https://www.econbiz.de/10000858171
broad eligibility criteria, high transfer taxes when buying real estate, and no tax deductions for mortgage interest … mortgage interest tax deductions, but it would improve in the absence of social housing, in particular when coupled with …
Persistent link: https://www.econbiz.de/10012929253
criteria, high transfer taxes when buying real estate, and no tax deductions for mortgage interest payments by owner …
Persistent link: https://www.econbiz.de/10012862735