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Macroeconomic and Bank-Specific Determinants of Nonperforming Loans in Greece : A Comparative Study of Mortgage, Business and Consumer Loan Portfolios
Vouldis, Angelos T.; Louzis, Dimitrios P.; Metaxas, … - 2022
This paper uses dynamic panel data methods to examine the determinants of nonperforming loans (NPLs) in the Greek banking sector, separately for each type of loan (consumer, business and mortgage loans). The study is motivated by the hypothesis that both macroeconomic and bank-specific variables...
Persistent link: https://www.econbiz.de/10013404350
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Risk Allocation Through Securitization – Evidence From Non-Performing Loans
Wengerek, Sascha Tobias; Hippert, Benjamin; Uhde, André - 2021
Employing a unique and hand-collected sample of 648 true sale loan securitization transactions issued by 57 stock … between true sale loan securitization and the issuing banks’ non-performing loans to total assets ratios (NPLRs). We provide … in Europe indicating that issuing banks provided credit enhancement and demonstrated `skin in the game'. Our baseline …
Persistent link: https://www.econbiz.de/10013233839
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An empirical study of securitisations of non-performing loans
Boudiaf, Ismael Alexander; González, Fernando - 2022
After addressing the securitisation of non-performing loans (NPLs) within the broader context of the ECB's efforts to reduce NPL stocks and inflows, we investigate the structural and pricing features of NPL securitisations, issued by large banks in the euro area, by drawing on a unique and...
Persistent link: https://www.econbiz.de/10013198336
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An Empirical Study of Securitisations of Non-Performing Loans
Boudiaf, Ismael Alexander; Miranda, Fernando Gonzalez - 2022
After addressing the securitisation of non-performing loans (NPLs) within the broader context of the ECB’s efforts to reduce NPL stocks and inflows, we investigate the structural and pricing features of NPL securitisations, issued by large banks in the euro area, by drawing on a unique and...
Persistent link: https://www.econbiz.de/10013289296
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The role of macroprudential policy in bank housing loans portfolio quality assurance
Mitrašević, Mirela - In: Ekonomske teme 59 (2021) 2, pp. 281-296
The subject of this paper is the contemporary trend in residential real estate markets in European countries and their impact on the quality of banks' housing loan portfolios. Due to the fact that these are the markets that still have not fully recovered from the previous financial crisis, and...
Persistent link: https://www.econbiz.de/10012888083
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Resolving a non-performing loan crisis : the ongoing case of the Irish mortgage market
McCann, Fergal - 2018
The Irish banking system has in recent years experienced a large build-up in Non-Performing Loans (NPLs) during the crisis followed by a sharp reduction in the 2013-2017 period. In this article I present a recent history of the ongoing resolution of the mortgage arrears crisis in Ireland. Using...
Persistent link: https://www.econbiz.de/10011848377
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Securitization, ratings, and credit supply
Daley, Brendan; Green, Brett; Vanasco, Victoria - 2017
We develop a framework to explore the effect of credit ratings on loan origination and securitization. In the model …
Persistent link: https://www.econbiz.de/10011870296
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Does Securitization of Corporate Loans Lead to Riskier Lending?
Bord, Vitaly - 2014
We investigate whether the securitization of corporate loans affected banks' lending standards. We find that during the …
Persistent link: https://www.econbiz.de/10013068057
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2003 Testimony on Securitization and Predatory Lending in a Hearing on 'Protecting Homeowners : Preventing Abusive Lending While Preserving Access to Credit'
Eggert, Kurt - 2009
lending" and describing the process of securitization, it argues that securitizing subprime loans has many dangers. While some … have claimed that securitizing loans lowers loan costs to borrowers, the reverse might be true and securitization may … actually increase the costs of loans to borrowers. This testimony states that securitization undermines loan underwriting. As …
Persistent link: https://www.econbiz.de/10013155644
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Why Do (or Did?) Banks Securitize Their Loans? Evidence from Italy
Affinito, Massimiliano; Tagliaferri, Edoardo - 2010
This paper investigates the ex-ante determinants of bank loan securitization by using different econometric methods on … Italian individual bank data from 2000 to 2006. Our results show that bank loan securitization is a composite decision. Banks … securitization, for a larger amount and earlier …
Persistent link: https://www.econbiz.de/10014195403