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Exposure to Real Estate in Bank Portfolios
Pinheiro, Marcelo - 2015
point increase in mortgage interest rate leads to a 20% decrease in a typical bank's distance to default. Finally, we look …
Persistent link: https://www.econbiz.de/10013011532
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Risk-based mortgage pricing : present and future research
White, Alan M. - In: Housing policy debate 15 (2004) 3, pp. 503-531
Persistent link: https://www.econbiz.de/10002449600
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U.S. REIT banking relationships and syndicated loan pricing
Shen, Yang-pin; Wu, Chou-Yen; Lu, Chiuling - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 447-479
Persistent link: https://www.econbiz.de/10014342039
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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
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Inside household debt : disentangling mortgages and consumer credit, and household and bank factors ; evidence from Italy
Affinito, Massimiliano; Santioni, Raffaele; Tomassetti, Luca - 2023
Persistent link: https://www.econbiz.de/10014391322
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Methodological bases of definitions "refinancing", "recrediting" and application practice in residential mortgage lending
Savinova, V. A.; Vagapova, D. Z.; Sorokina, M. G. - In: International journal of economics and financial issues … 6 (2016) 5, pp. 145-150
Persistent link: https://www.econbiz.de/10011782164
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Higher bank capital requirements and mortgage pricing : evidence from the Counter-Cyclical Capital Buffer
Basten, Christoph; Koch, Cathérine - 2014
We examine mortgage pricing before and after Switzerland was the first country to activate the Counter-Cyclical Capital … Buffer of Basel III. Observing multiple mortgage offers per request, we obtain three core findings. First, capitalconstrained … and mortgage-specialized banks raise their rates relatively more. Second, risk-weighting schemes supposed to discriminate …
Persistent link: https://www.econbiz.de/10010402680
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Credit risk of FX loans in Poland : debt service burden and the effect of neutralization of currency depreciation by foreign interest rates
Wośko, Zuzanna - In: Central European journal of economic modelling and … 8 (2016) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10011634881
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Does securitization of corporate loans lead to riskier lending?
Bord, Vitaly M.; Santos, João A. C. - In: Journal of money, credit and banking : JMCB 47 (2015) 2/3, pp. 415-444
Persistent link: https://www.econbiz.de/10010519150
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Fed liftoff and subprime loan interest rates : evidence from the peer-to-peer lending market
Bertsch, Christoph; Hull, Isaiah; Zhang, Xin - 2016
On December 16th of 2015, the Fed initiated "liftoff," raising the federal funds rate range by 25 basis points and ending a 7-year regime of near-zero rates. We use a unique dataset of 640,000 loan-hour observations to measure the impact of liftoff on interest rates in the peer-to-peer lending...
Persistent link: https://www.econbiz.de/10011457389