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 … then use the model to run a top-down stress test and simulate losses on the individual bank level for the years from 2018 …

This paper investigates whether the new Basel Accord will induce a change in bank …

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 …