In this paper we examine the sensitivity of mortgage arrears for Irish households to changes in mortgage interest rates … information on current income and current mortgage repayments to link arrears to the level of, as well as shocks in, households … and those on tracker mortgage rate loans are most at risk following rate rises. This has important consequences for the …

subprime mortgage expansion. We combine loan-level data on the performance of non-prime securitized mortgages with individual … disparate treatment from race and ethnicity on rate-setting behavior across the most popular subprime mortgage products. In …

-Sponsored Enterprises) in the U.S. mortgage market. First, I find that the subsidy has raised mortgage interest rates for all loans strictly … raised mortgage default probabilities of all conforming loans. My paper cautions regulators against interpreting the observed … jumbo-conforming spread as an indication that the subsidy necessarily lowers mortgage rates and benefits conforming …

This paper investigates the distribution of relative credit losses given mortgage default for loans provided by a major …) led to a discontinuity in relative credit loss given mortgage default. Through regression analysis, we demonstrate … allowing the segmentation of loans according their credit risk. In addition, our results suggest that mortgage insurance is a …

This paper examines what happens to mortgages in the subprime mortgage market once foreclosure proceeding are initiated …

We expand on the standard commercial mortgage default model and create a new model by looking beyond the usual factors …

Our paper forecasts expected recovery rates of defaulted Italian mortgage loans backed by either residential or … consequence non-performing mortgage loans held by Italian banks might be overvalued …