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Risk-based capital requirements for mortgage loans
Calem, Paul Seth; LaCour-Little, Michael - 2001
Persistent link: https://www.econbiz.de/10001642204
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Risk-based capital requirements for mortage loans
Calem, Paul Seth; LaCour-Little, Michael - In: Journal of banking & finance 28 (2004) 3, pp. 647-672
Persistent link: https://www.econbiz.de/10001911176
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Risk Based Capital Requirements for Mortgage Loans
Calem, Paul S. - 2002
We develop estimates of risk-based capital requirements for single-family mortgage loans held in portfolio by financial intermediaries. Our method relies on simulation of default and loss probability distributions via simulation of changes in economic variables with conditional default...
Persistent link: https://www.econbiz.de/10012741636
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Risk-based capital requirements for mortgage loans
Calem, Paul S.; LaCour-Little, Michael - Federal Reserve Board (Board of Governors of the … - 2001
We develop estimates of risk-based capital requirements for single-family mortgage loans held in portfolio by financial intermediaries. Our method relies on simulation of default and loss probability distributions via simulation of changes in economic variables with conditional default...
Persistent link: https://www.econbiz.de/10005394147
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Risk-based capital requirements for mortgage loans
Calem, Paul S.; Lacour-Little, Michael - In: Journal of banking & finance 28 (2004) 3, pp. 647-672
Persistent link: https://www.econbiz.de/10005884752
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Economic factors affecting Home Mortgage Disclosure Act reporting
LaCour-Little, Michael - In: The journal of real estate research 29 (2007) 4, pp. 479-509
Persistent link: https://www.econbiz.de/10003637925
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The pricing of mortgages by brokers : an agency problem?
LaCour-Little, Michael - In: The journal of real estate research 31 (2009) 2, pp. 235-263
Persistent link: https://www.econbiz.de/10003872575
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The home purchase mortgage preferences of low- and moderate-income households
LaCour-Little, Michael - In: Real estate economics : journal of the American Real … 35 (2007) 3, pp. 265-290
Persistent link: https://www.econbiz.de/10003559666
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Equity dilution : an alternative perspective on mortgage default
LaCour-Little, Michael - In: Real estate economics : journal of the American Real … 32 (2004) 3, pp. 359-384
Persistent link: https://www.econbiz.de/10002203371
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Comment: Credit market access and the effects of CRA
LaCour-Little, Michael - In: The journal of real estate finance and economics 23 (2001) 3, pp. 441-442
Persistent link: https://www.econbiz.de/10001639332