Narrow search
Showing 1 - 10 of 5,733
Cover Image
The blind spot in residential mortgages : increasing default option value in the face of declining house prices
Ozdemir, Bogie - In: Journal of risk management in financial institutions 17 (2024) 3, pp. 258-285
Persistent link: https://www.econbiz.de/10014632938
Cover Image
The impact of lending standards on default rates of residential real estate loans
Gaudêncio, João; Mazany, Agnieszka; Schwarz, Claudia - 2019
This paper analyses the impact of lending standards for residential real estate (RRE) loans on default rates, using a novel loan-level dataset from the European DataWarehouse (EDW) that covers eight euro area countries. To the best of the authors' knowledge, this paper is the first to use, for...
Persistent link: https://www.econbiz.de/10011988415
Cover Image
Mortgage defaults
Hatchondo, Juan Carlos; Martinez, Leonardo; Sanchez, Juan M. - 2015
Persistent link: https://www.econbiz.de/10011449821
Cover Image
House price markups and mortgage defaults
Carrillo, Paul E.; Doerner, William M.; Larson, William - In: Journal of money, credit and banking : JMCB 55 (2023) 4, pp. 747-782
Persistent link: https://www.econbiz.de/10014306110
Cover Image
Bank failures, capital buffers, and exposure to the housing market bubble
Kara, Gazi I.; Vojtech, Cindy M. - 2017
have higher mortgage delinquency and charge-off rates and significantly higher probabilities of failure during the last … stronger capital buffers. Our results suggest that there is scope for improved measures of mortgage loan risk that could be …
Persistent link: https://www.econbiz.de/10011803674
Cover Image
Collateral risk in residential mortgage defaults
Yang, Tyler; Lin, Che-chun; Cho, Man - In: The journal of real estate finance and economics 42 (2011) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10009303206
Cover Image
Bankruptcy law and the cost of credit : the impact of cramdown on mortgage interest rates
Goodman, Joshua; Levitin, Adam - 2012
Persistent link: https://www.econbiz.de/10009622942
Cover Image
Bankruptcy law and the cost of credit : the impact of cramdown on mortgage interest rates
Goodman, Joshua; Levitin, Adam - In: The journal of law & economics 57 (2014) 1, pp. 139-158
Persistent link: https://www.econbiz.de/10010387113
Cover Image
Determinants of the incidence of US Mortgage Loan Modifications
Been, Vicki; Weselcouch, Mary; Voicu, Ioan; Murff, Scott - In: Journal of banking & finance 37 (2013) 10, pp. 3951-3973
Persistent link: https://www.econbiz.de/10010127417
Cover Image
Loss given default of residential mortgages in a low LTV regime : role of foreclosure auction process and housing market cycles
Park, Yun W.; Bang, Doo Won - In: Journal of banking & finance 39 (2014), pp. 192-210
Persistent link: https://www.econbiz.de/10010340742