of macroprudential instruments addressing mortgage credit. The model compares the introduction of a loan-to-value ratio …

debt resolution process in the Irish mortgage market in the lead up to the COVID-19 shock. We highlight the widespread … engagement of Irish borrowers with debt resolution mechanisms during a decade in which one sixth of mortgage accounts were … restructured by 2016. Lenders favoured short-term mortgage modifications at the beginning of the decade and three-quarters of …

This paper analyzes the impact of the financial crisis on the probability of default (PD) for a large Dutch mortgage … healthy mortgage customer defaults within 12 months. The PD model is based on risk drivers which are related to the …