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 …

risk in the mortgage market raises the default rate and spreads to the rest of the economy, creating a recession. In our … model two shocks are well suited to replicate the subprime crisis and the Great Recession: the mortgage risk shock and the …. This policy is successful in stabilizing the mortgage market and makes all agents better off. …

Virtually no attention has been paid to the problem of cyclicality in debates over access to mortgage credit, despite … its importance as a driver of tight credit. Housing markets are prone to booms accompanied by bubbles in mortgage credit … artificially impede access to mortgage credit for underserved communities. During upswings, these cycles make homeownership …

We study the exposure of mortgage borrowers in Switzerland to interest rate, income and house price risks and examine … analysis is based on a unique data set of household mortgage applications from September 2012 until January 2014. Our … assessment of risk exposure among mortgage borrowers in Switzerland is highly sensitive to the underlying assumptions on mortgage …

The U.S. mortgage crisis that began in 2007 generated questions about the role played by Fannie Mae and Freddie Mac … the UAG on the GSEs' whole single-family mortgage purchases during peak years for the subprime mortgage market. Under the …

The U.S. mortgage crisis that began in 2007 generated questions about the role played by Fannie Mae and Freddie Mac … the UAG on the GSEs' whole single-family mortgage purchases during peak years for the subprime mortgage market. Under the …

of the Danish mortgage finance system and compare and contrast it to the U.S. system. We also note characteristics of the … Danish model that may be of interest as the United States considers further mortgage finance reform. In particular, the … borrowers the option to repurchase their mortgage at the market price, mitigating "lock-in" effects. Danish mortgage …

Danish mortgage finance system and compares and contrasts them with those of the U.S. system. In addition, it highlights … characteristics of the Danish model that may be of interest as the United States considers further mortgage finance reform. In … offers borrowers the option to repurchase their mortgage at the market price, mitigating “lock-in” effects. Danish mortgage …