Narrow search
Showing 21 - 30 of 175,132
Cover Image
Loan-to-value policy as a macroprudential tool : the case of residential mortgage loans in Asia
Morgan, Peter J.; Regis, Paulo José; Salike, Nimesh - 2015
moderating mortgage loan creation, and its effectiveness needs to be estimated empirically. This paper is unique in that it … analyzes the effect of LTV on mortgage lending, the direct channel of influence, using a large sample of banks in 10 Asian … show that economies with LTV polices have expanded residential mortgage loans by 6.7% per year, while non-LTV economies …
Persistent link: https://www.econbiz.de/10010526757
Cover Image
Unconventional monetary policy and risk-taking : evidence from agency mortgage REITs
Frame, W. Scott; Steiner, Eva - 2018
We study how the Federal Reserve's quantitative easing (QE) influenced the behavior of Agency mortgage real estate …. We document that Agency mortgage REITs: [i] equity prices reacted to QE announcements and in a manner consistent with …
Persistent link: https://www.econbiz.de/10011895590
Cover Image
The attractiveness of FX housing loans for housholds in view of supervisory actions in selected EU countries
Świerczyńska, Marta; Węglińska, Mariola - In: E-Finanse : finansowy kwartalnik internetowy 13 (2017) 4, pp. 37-53
The article relates to the attractiveness of FX housing loans for households which led to over increase in EU countries. Results of comparative analysis conducted for Poland, Austria, Romania and Hungary indicates that actions taken by the supervisory bodies dedicated to demand indicators...
Persistent link: https://www.econbiz.de/10011899962
Cover Image
The Real Consequences of LTV Limits on Housing Choices
Tzur-Ilan, Nitzan - 2020
This paper provides novel evidence on the effects of LTV limits on housing choices. I exploit the 2010 and 2012 introduction of LTV limits in Israel using a detailed loan-level dataset. I find that the LTV limits, which were designed to lower borrowers' risk, resulted in borrowers choosing more...
Persistent link: https://www.econbiz.de/10012854584
Cover Image
Loan-to-Value Limits and House Prices
Nielsen, Kasper Meisner - 2019
This study evaluates the effect of loan-to-value (LTV) limits on house prices. The identification strategy exploits variation in LTV limits induced by Hong Kong Monetary Authorities' decision to introduce differentiated LTV limits anchored on the value of the property, which allows us to observe...
Persistent link: https://www.econbiz.de/10012862617
Cover Image
Mortgage Regulation and Financial Vulnerability at the Household Level
Aastveit, Knut Are - 2020
We evaluate the impact of mortgage regulation on credit volumes, household balance sheets and the reaction to adverse … information from official tax records, we identify causal effects of mortgage loan-to-value (LTV) limits. Our results show that …
Persistent link: https://www.econbiz.de/10012829488
Cover Image
Unconventional Monetary Policy and Risk-Taking : Evidence from Agency Mortgage REITs
Frame, W. Scott - 2018
We study how the Federal Reserve's quantitative easing (QE) influenced the behavior of Agency mortgage REITs – a set of … institutions identified by the Financial Stability Oversight Council as posing systemic risk. We document that Agency mortgage …
Persistent link: https://www.econbiz.de/10012917272
Cover Image
Implementing Loan-to-Value and Debt-to-Income Ratios : Learning from Country Experiences. The Case of Poland
Bierut, Beata K. - 2016
Starting from the mid-2000s, Poland experienced a period of rapid growth in mortgage lending, with banks offering … contributed to better risk management by banks and to the reduction of FX mortgage lending …
Persistent link: https://www.econbiz.de/10013003295
Cover Image
Mortgage Reform Under the Dodd-Frank Act
Calabria, Mark A. - 2014
Many, if not most, accounts of the financial crisis of 2008 include a prominent role for the U.S. residential mortgage …-family mortgage finance policies. It should be of little surprise that the Dodd-Frank Act contains multiple provisions related to … mortgage finance. This paper offers a review of those provisions, followed by an evaluation of their likely impact and …
Persistent link: https://www.econbiz.de/10013046861
Cover Image
Loan-to-Value Policy as a Macroprudential Tool : The Case of Residential Mortgage Loans in Asia
Morgan, Peter - 2015
moderating mortgage loan creation, and its effectiveness needs to be estimated empirically. This paper is unique in that it … analyzes the effect of LTV on mortgage lending, the direct channel of influence, using a large sample of banks in 10 Asian … show that economies with LTV polices have expanded residential mortgage loans by 6.7% per year, while non-LTV economies …
Persistent link: https://www.econbiz.de/10013020508