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COVID-19 and the mortgage market in Luxembourg

Koulischer, François; Perray, Pauline; Tran Thi Thu Huyen - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-24

With a ratio of household debt to gross disposable income above 150%, households in Luxembourg are among the most indebted in Europe. A high level of debt exacerbates the sensitivity of household net worth to changes in house prices, which can increase the severity of economic downturns. In this...

Persistent link: https://www.econbiz.de/10013163526

Securitization : Great benefits and potencial cause of the global financial crisis

Juhas, Gordana - In: Megatrend revija 10 (2013) 4, pp. 115-126

Persistent link: https://www.econbiz.de/10010345410

Did affordable housing mandates cause the subprime mortgage crisis?

Moulton, Shawn - In: Journal of housing economics 24 (2014), pp. 21-38

Persistent link: https://www.econbiz.de/10010471049

Redefault risk in the aftermath of the mortgage crisis : why did modifications improve more than self-cures?

Calem, Paul Seth; Jagtiani, Julapa; Maingi, Raman Quinn - In: Journal of real estate research : JRER ; a publication … 43 (2021) 2, pp. 145-180

Persistent link: https://www.econbiz.de/10012608618

Bowling alone, buying alone: the decline of co-borrowers in the US mortgage market

Jakučionytė, Eglė; Singh, Swapnil - 2020

Persistent link: https://www.econbiz.de/10012416819

Stress testing the German mortgage market

Barasinska, Nataliya; Haenle, Philipp; Koban, Anne; … - 2019

This paper presents a framework for estimating losses in the residential real estate mortgage portfolios of German banks. We develop an EL model where LGD estimates are based on current collateral values and PD dynamics are estimated using a structural PVAR approach. We confirm empirically that...