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Agricultural mortgage portfolio delinquency based economic capital estimation

Dressler, Jonathan B. - 2014

Persistent link: https://www.econbiz.de/10012501834

The pricing of European non-performing real estate loan portfolios : evidence on stock market evaluation of complex asset sales

Manz, Florian; Müller, Birgit Charlotte; Schiereck, Dirk - In: Journal of business economics : JBE 90 (2020) 7, pp. 1087-1120

Persistent link: https://www.econbiz.de/10012293582

Sustainable profitability in volatile cyclical markets

Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189

Persistent link: https://www.econbiz.de/10012250026

Mortgage contract design and systemic risk immunization

Poitras, Geoffrey; Zanotti, Giovanna - In: International review of financial analysis 45 (2016), pp. 320-331

Persistent link: https://www.econbiz.de/10011583868

The cost of debt for REITs : the mortgage puzzle

Allen, Linda; Letdin, Mariya - In: Journal of real estate research : JRER ; a publication … 42 (2020) 2, pp. 239-260

Persistent link: https://www.econbiz.de/10012313457

Pricing and hedging prepayment risk in a mortgage portfolio

Casamassima, Emanuele; Grzelak, Lech A.; Mulder, Frank A.; … - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-37

Persistent link: https://www.econbiz.de/10013371214

Estimation of flood risk on a residential mortgages portfolio

Bartolucci, Luca; Genero, Guido Luciano; Pierigè, Maurizio - In: Risk management magazine 17 (2022) 2, pp. 33-41

In the context of the rapid changes that have occurred in recent years, characterized by veritable "black swans" such as the COVID19 pandemic and extreme weather events that are occurring with increasing frequency, the issue of climate change has come into the focus of banking regulators and...

Persistent link: https://www.econbiz.de/10013501081

Impact of credit portfolio management on profitability of Nepalese commercial banks

Poudel, Rojina; Pradhan, Sumit - In: Nepalese journal of economics : a publication of … 6 (2022) 4, pp. 52-65

Persistent link: https://www.econbiz.de/10014293901

Impact of loan portfolio diversification on performance of commercial bank in Nepal

Mahaseth, Ramesh K.; Chaudhary, Naveen K.; Chakradhar, Pooja - In: Nepalese journal of finance : a publication of Uniglobe … 10 (2023) 3, pp. 123-138

Persistent link: https://www.econbiz.de/10014495111

Can Banks Circumvent Minimum Capital Requirements? The Case of Mortgage Portfolios Under Basel II

Jagtiani, Julapa - 2010

The recent mortgage crisis has resulted in several bank failures as the number of mortgage defaults increased. The … current Basel I capital framework does not require banks to hold sufficient amounts of capital to support their mortgage …, the variation of the model, particularly how mortgage portfolios are segmented, could have a significant impact on the …

Persistent link: https://www.econbiz.de/10013143353