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Peas in a pod? : comparing the U.S. and Danish mortgage finance systems
Berg, Jesper; Nielsen, Morten Bækmand; Vickery, James - 2018
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 …
Persistent link: https://www.econbiz.de/10011857417
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Mortgage-related bank penalties and systemic risk among U.S. banks
Brož, Václav; Kočenda, Evžen - 2019
We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U …
Persistent link: https://www.econbiz.de/10012061369
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TAF effect on liquidity risk exposure
Puddu, Stefano; Waelchli, Andreas - 2015
Using a unique bank-level dataset, we assess the impact of the Term Auction Facility program on bank liquidity risk. The change in the US housing price index at state levels between 2002:Q1 and 2006:Q3 is the exclusion restriction to control for potential selection bias. On average, TAF banks...
Persistent link: https://www.econbiz.de/10011410417
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How do bank capital and capital buffer affect risk : empirical evidence from large US commercial banks
Abbas, Faisal; Younas, Zahid Irshad - In: Journal of central banking theory and practice 10 (2021) 2, pp. 109-131
This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show that bank capital has a positive influence on total...
Persistent link: https://www.econbiz.de/10012549240
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Real sector & banking system: real & feedback effects : a non-linear VAR approach
Puddu, Stefano - 2012 - This version: March 2012
This paper assesses the relationship between the macroeconomic system and the banking sector by estimating two separate non-linear Vector Autoregressive models (VAR) for the US and Switzerland. The model specification includes the output gap, the interest rate, the in ation rate and a banking...
Persistent link: https://www.econbiz.de/10009702995
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Peas in a Pod? Comparing the U.S. and Danish Mortgage Finance Systems
Berg, Jesper - 2018
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 …
Persistent link: https://www.econbiz.de/10012919535
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Peas in a Pod? Comparing the U.S. and Danish Mortgage Finance Systems
Berg, Jesper - 2018
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 …
Persistent link: https://www.econbiz.de/10012906756
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Commercial Real Estate Loan Performance at Failed U.S. Banks
Nichols, Joseph - 2011
researchers to depend on data from insurance company portfolios or the commercial mortgage backed securities (CMBS) market …
Persistent link: https://www.econbiz.de/10013120587
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Detecting and Explaining Systemic Risks of US Mortgage Banks - Evidence from the Subprime Crisis
Weiss, Gregor N. F. - 2010
the practice of US mortgage banks to securitise loans given especially to subprime borrowers. In the same crisis, several … sample of 100 announcements of US mortgage banks between 2006 and 2009, this paper provides em-pirical evidence that isolated … failures of US mortgage banks caused significant contagion effects in the US financial system. Conversely, especially the …
Persistent link: https://www.econbiz.de/10013146683
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Securitization and asset price cycle :causality and post-crisis policy reform
Cho, Man - 2010
financial crisis - the mortgage credit cycle and the home price cycle. In the viewpoint of mortgage lending, the main demand … (UCC) for owning between 2002-2006. UCC was, in turn, influenced by three key factors - the record low mortgage interest … as a significant shift factor in the demand side. In the supply-side, the main drivers for the boom-bust of mortgage …
Persistent link: https://www.econbiz.de/10008735769