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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...
Persistent link: https://www.econbiz.de/10012012997
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Cost of debt and federal home loan bank funding at U.S. bank and thrift holding companies
Deacle, Scott; Elyasiani, Elyas - In: Applied economics 48 (2016) 49/51, pp. 4878-4893
Persistent link: https://www.econbiz.de/10011641030
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Government agencies : Fannie Mae and Freddie Mac
Burgess, Gillian; Passmore, Stuart Wayne; Sherlund, Shane M. - In: Research handbook of financial markets, (pp. 171-193). 2023
Persistent link: https://www.econbiz.de/10014331051
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A residential mortgage bank lending channel during the financial crisis
Tahsin, Salman; Yeager, Timothy J. - In: Journal of economics and finance 43 (2019) 4, pp. 631-656
Persistent link: https://www.econbiz.de/10012385141
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Refinancing inertia in the Irish mortgage market
Devine, Kenneth - 2022
Persistent link: https://www.econbiz.de/10013349485
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AKM mortgages, Inc.
Zhang, Sanjian; Paul, John W.; Huang, Xuan - In: Issues in accounting education 28 (2013) 4, pp. 1031-1052
Persistent link: https://www.econbiz.de/10010231580
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Mortgage companies and regulatory arbitrage
Demyanyk, Yuliya; Loutskina, Elena - In: Journal of financial economics 122 (2016) 2, pp. 328-351
Persistent link: https://www.econbiz.de/10011590909
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Resolving a Non-Performing Loan crisis : the ongoing case of the Irish mortgage market
McCann, Fergal - 2017
Persistent link: https://www.econbiz.de/10012181952
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The failure of Northern Rock : a multi-dimensional case study
Bruni, Franco (ed.); Llewellyn, David T. (ed.) - 2009
limited by regulation largely to retail deposits and mortgages. Graphic television news pictures showed very long queues …
Persistent link: https://www.econbiz.de/10011705347
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Resolving a non-performing loan crisis : the ongoing case of the Irish mortgage market
McCann, Fergal - 2018
resolution of the mortgage arrears crisis in Ireland. Using a large and close to exhaustive panel data set of Irish mortgages …
Persistent link: https://www.econbiz.de/10011848377