In Hungary, more than 22% of the FX mortgage portfolio is non-performing and the tendency is worsening. In this paper … model can be applied to other mortgage portfolios in trouble, as well. The main element of our proposal is the income … lenders on the basis of the non-performing FX mortgage portfolio. The results underpin that the proposed scheme creates …

In Hungary, more than 22% of the FX mortgage portfolio is non-performing and the tendency is worsening. In this paper … model can be applied to other mortgage portfolios in trouble, as well. The main element of our proposal is the income … lenders on the basis of the non-perforing FX mortgage portfolio. The results underpin that the proposed scheme creates …

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 …

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 …

appropriate for UK and US mortgages. This model also forecasts mortgage default rates accurately and parsimoniously. The model … generates value-at-risk estimates for future mortgage default rates, which can be used to inform stress-testing and …

evidence that CFPB oversight significantly reduces the overall volume of mortgage lending. However, we find some evidence of …