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The impact of lending standards on default rates of residential real estate loans
Gaudêncio, João; Mazany, Agnieszka; Schwarz, Claudia - 2019
This paper analyses the impact of lending standards for residential real estate (RRE) loans on default rates, using a novel loan-level dataset from the European DataWarehouse (EDW) that covers eight euro area countries. To the best of the authors' knowledge, this paper is the first to use, for...
Persistent link: https://www.econbiz.de/10011988415
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Mortgage defaults
Hatchondo, Juan Carlos; Martinez, Leonardo; Sanchez, Juan M. - 2015
Persistent link: https://www.econbiz.de/10011449821
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House price markups and mortgage defaults
Carrillo, Paul E.; Doerner, William M.; Larson, William - In: Journal of money, credit and banking : JMCB 55 (2023) 4, pp. 747-782
Persistent link: https://www.econbiz.de/10014306110
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Bank failures, capital buffers, and exposure to the housing market bubble
Kara, Gazi I.; Vojtech, Cindy M. - 2017
have higher mortgage delinquency and charge-off rates and significantly higher probabilities of failure during the last … stronger capital buffers. Our results suggest that there is scope for improved measures of mortgage loan risk that could be …
Persistent link: https://www.econbiz.de/10011803674
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Regulatory capital arbitrage and the potential competitive impact of Basel II in the market for residential mortgages
Calem, Paul Seth; Follain, James R. - In: The journal of real estate finance and economics 35 (2007) 2, pp. 197-219
Persistent link: https://www.econbiz.de/10003612067
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Loss given default of residential mortgages in a low LTV regime : role of foreclosure auction process and housing market cycles
Park, Yun W.; Bang, Doo Won - In: Journal of banking & finance 39 (2014), pp. 192-210
Persistent link: https://www.econbiz.de/10010340742
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Equity extraction and mortgage default
Laufer, Steven - In: Review of economic dynamics 28 (2018), pp. 1-33
Persistent link: https://www.econbiz.de/10012041455
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Unintended consequences of risk based pricing : racial differences in mortgage costs
Smith, Brent C.; Daniels, Kenneth N. - In: Journal of financial services research : JFSR 54 (2018) 3, pp. 323-343
Persistent link: https://www.econbiz.de/10012026527
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An analysis of default risk in the Home Equity Conversion Mortgage (HECM) program
Moulton, Stephanie; Haurin, Donald R.; Shi, Wei - In: Journal of urban economics 90 (2015), pp. 17-34
Persistent link: https://www.econbiz.de/10011563448
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Mortgage defaults
Hatchondo, Juan Carlos; Martinez, Leonardo; Sanchez, Juan M. - In: Journal of monetary economics 76 (2015), pp. 173-190
Persistent link: https://www.econbiz.de/10011569797