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Highlights from structured finance association (SFA)

In: The journal of structured finance 27 (2021) 2, pp. 73-83

Persistent link: https://www.econbiz.de/10012613498

Determinants in commercial real estate credit spread models : a review

Haffki, Ricarda - In: Journal of real estate literature 30 (2022) 1/2, pp. 1-22

Persistent link: https://www.econbiz.de/10014226034

Ausfallrisiken gewerblicher Immobilienfinanzierungen

Mönke, Reinhard - 2002

Persistent link: https://www.econbiz.de/10001718801

Housing bubble, affordability and credit risk to banks : a Malaysian perspective

Alex Kae Lun Lee; Sinnakkannu, Jothee; Ramasamy, Sockalingam - In: Journal of the Asia Pacific economy 26 (2021) 4, pp. 619-652

Persistent link: https://www.econbiz.de/10012653560

Understanding the exposure at default risk of commercial real estate construction and land development loans

Luo, Shan; Murphy, Anthony - 2020

We study and model the determinants of exposure at default (EAD) for large U.S. construction and land development loans from 2010 to 2017. EAD is an important component of credit risk, and commercial real estate (CRE) construction loans are more risky than income producing loans. This is the...

Persistent link: https://www.econbiz.de/10012230528

Property boom and banking bust : the role of commercial lending in the bankruptcy of banks

Jones, Colin - 2018

Intro -- Title Page -- Copyright Page -- Contents -- List of Figures -- Acknowledgements -- Chapter 1 Introduction -- Sub-prime Lending Enters the Financial Vocabulary -- The Global Extension -- Commercial Property Market Context -- Past UK Experience -- A Worldwide Phenomenon -- Commercial...

Persistent link: https://www.econbiz.de/10012683629

Regulating mortgage leverage : fire sales, foreclosure spirals, and pecuniary externalities

Zevelev, Albert Alex - In: Journal of real estate research : JRER ; a publication … 45 (2023) 2, pp. 188-227

Persistent link: https://www.econbiz.de/10014303100

The market structure of securitisation and the US housing bubble

Wachter, Susan M. - In: National Institute economic review (2014) 230, pp. 34-44

Persistent link: https://www.econbiz.de/10010518905

Stress testing the German mortgage market

Barasinska, Nataliya; Haenle, Philipp; Koban, Anne; … - 2019

This paper presents a framework for estimating losses in the residential real estate mortgage portfolios of German …-trigger hypothesis of mortgage defaults. In order to analyse the possible credit losses stemming from residential mortgage lending we … to 2020 for the whole German banking sector. Our results show that loss rates in the residential mortgage portfolios of …

Persistent link: https://www.econbiz.de/10012012997

Housing, housing finance and credit risk

Canepa, Alessandra; Khaled, Fawaz - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-23

This paper investigates the determinants of credit risk from a broad perspective. Particular attention is given to the role of housing affordability and household indebtedness. However, the impact of credit market developments and regulations is also closely examined. Using a large panel of...

Persistent link: https://www.econbiz.de/10011883262