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When insurers exit: climate losses, fragile insurers, and mortgage markets
Sastry, Parinitha; Sen, Ishita; Tenekedjieva, Ana-Maria - 2024
Persistent link: https://www.econbiz.de/10014481358
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Counting processes for retail default modeling
Kiefer, Nicholas Maximilian; Larson, C. Erik - In: The journal of credit risk : published quarterly by … 11 (2015) 3, pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
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How should model risk affect capital requirements for securitised mortgages
Freund, Christian; Kick, Heinrich; Montagna, Mattia; … - In: Asset pricing, financial intermediation and banking …, (pp. 75-112). 2017
Persistent link: https://www.econbiz.de/10011719382
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Forecasting mortgage defaults : evidence from UK portfolio-level data
Makropoulos, Alexios; Savvopoulos, Anastasios; Jones, … - In: International journal of computational economics and … 5 (2015) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10011342888
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How to measure the credit risk of housing loans : evidence from a Taiwanese bank
Lu, Su-lien; Wang, Ming-chun - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 122-138
Persistent link: https://www.econbiz.de/10009682521
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Loan-to-value caps, bank lending, and spillover to general-purpose loans
Baziki, Selva Bahar; Çapacıoğlu, Tanju - 2021
Persistent link: https://www.econbiz.de/10013167774
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Effects of easing LTV·DTI regulations on the debt structure and credit risk of borrowers
Kim, Meeroo; Oh, Yoon Hae - In: KDI-journal of economic policy 43 (2021) 3, pp. 1-32
With CB data in South Korea, this study examines whether the credit risk of borrowers changes when the regulation on bank mortgage supply is relaxed. We analyze the effect of deregulation on LTV and DTI limits in the Seoul-metropolitan area in August 2014 with a differencein-difference approach....
Persistent link: https://www.econbiz.de/10012643434
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When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta; Yamashita, Satoshi - In: The journal of credit risk : published quarterly by … 13 (2017) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
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Impact of mortgage soft information in loan pricing on default prediction using machine learning
Luong, Thi Mai; Scheule, Harald; Wanzare, Nitya - In: International review of finance : the official journal … 23 (2023) 1, pp. 158-186
Persistent link: https://www.econbiz.de/10014251350
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9/11, subprime loans, and the Magnolia Park Apartments bond default
Ross, Michael J. - In: The handbook of municipal bonds, (pp. 1153-1160). 2008
Persistent link: https://www.econbiz.de/10003715287