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Modeling credit losses for multiple loan portfolios

Gapko, Petr; S̆mid, Martin - In: Finance a úvěr 69 (2019) 6, pp. 558-579

Persistent link: https://www.econbiz.de/10012303180

How big is the wealth effect? : decomposing the response of consumption to house prices

Aruoba, S. Borağan; Elul, Ronel; Kalemli-Ozcan, Sebnem - 2018

We investigate the effect of declining house prices on household consumption behavior during 2006-2009. We use an individual-level dataset that has detailed information on borrower characteristics, mortgages and credit risk. Proxying consumption by individual-level auto loan originations, we...

Persistent link: https://www.econbiz.de/10011971339

Loan-to-value policy and housing finance : effects on constrained borrowers

Araujo, Douglas Kiarelly Godoy de; Barroso, João … - 2017

Persistent link: https://www.econbiz.de/10011761663

How resilient is mortgage credit supply? : evidence from the Covid-19 pandemic

Fuster, Andreas; Hizmo, Aurel; Lambie-Hanson, Lauren; … - 2021

We study the evolution of US mortgage credit supply during the COVID-19 pandemic. Although the mortgage market … guarantees and loans to the riskiest borrowers. Mortgage-backed securities purchases by the Federal Reserve also supported the …

Persistent link: https://www.econbiz.de/10012593674

Does CFPB oversight crimp credit?

Fuster, Andreas; Plosser, Matthew; Vickery, James - 2018

evidence that CFPB oversight significantly reduces the overall volume of mortgage lending. However, we find some evidence of …

Persistent link: https://www.econbiz.de/10011868541

How much does racial bias affect mortgage lending? : evidence from human and algorithmic credit decisions

Bhutta, Neil; Hizmo, Aurel; Ringo, Daniel - 2024

Persistent link: https://www.econbiz.de/10014575758

Government litigation risk and the decline in low-income mortgage lending

Frame, W. Scott; Gerardi, Kristopher; Mayer, Erik J.; … - 2024

Federal Housing Administration (FHA) mortgage insurance program. The suits led to more than $5 billion in settlements and … exit has significantly reduced low-income households' overall access to mortgage credit. …

Persistent link: https://www.econbiz.de/10014582832

Mortgage lending and bank involvement in the insurance business : the effects of cross-selling

Apicella, Federico; D'Aurizio, Leandro; Gallo, Raffaele; … - 2024

Persistent link: https://www.econbiz.de/10014633812

Impact of mortgage soft information in loan pricing on default prediction using machine learning

Luong, Thi Mai; Scheule, Harald; Wanzare, Nitya - In: International review of finance : the official journal … 23 (2023) 1, pp. 158-186

Persistent link: https://www.econbiz.de/10014251350

Housing wealth and consumption : the role of heterogeneous credit constraints

Aruoba, S. Borağan; Elul, Ronel; Kalemli-Ozcan, Sebnem - 2022

Persistent link: https://www.econbiz.de/10013382301