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Designing macro-prudential policy in mortgage lending : do first time buyers default less?
Kelly, Robert; O'Malley, Terry; O'Toole, Conor - 2015
Persistent link: https://www.econbiz.de/10011317246
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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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Monetary policy normalisation and mortgage arrears in a recovering economy : the case of the Irish residential market
Slaymaker, Rachel; O'Toole, Conor; McQuinn, Kieran; … - 2019
In this paper we examine the sensitivity of mortgage arrears for Irish households to changes in mortgage interest rates … information on current income and current mortgage repayments to link arrears to the level of, as well as shocks in, households … and those on tracker mortgage rate loans are most at risk following rate rises. This has important consequences for the …
Persistent link: https://www.econbiz.de/10011986617
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Lending conditions and loan default : what can we learn from UK buy-to-let loans?
Kelly, Robert; O'Toole, Conor - 2016
Persistent link: https://www.econbiz.de/10011534548
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How to measure the credit risk of housing loans : evidence from a Taiwanese bank
Lu, Su-lien; Wang, Ming-chun - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 122-138
Persistent link: https://www.econbiz.de/10009682521
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Benchmarking the loss given default parameter for mortgage loan portfolios under stress
Greve, Christian; Hahnenstein, Lutz - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 79-107
Persistent link: https://www.econbiz.de/10011645440
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When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta; Yamashita, Satoshi - In: The journal of credit risk : published quarterly by … 13 (2017) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
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The good, the bad and the impaired : a credit risk model of the Irish mortgage market
Kelly, Robert - 2011
Persistent link: https://www.econbiz.de/10009419792
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Strategic, unaffordability and dual-trigger default in the Irish mortgage market
Connor, Gregory; Flavin, Thomas J. - In: Journal of housing economics 28 (2015), pp. 59-75
Persistent link: https://www.econbiz.de/10011565807
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How does monetary policy pass-through affect mortgage default? : evidence from the Irish mortgage market
Byrne, David; Kelly, Robert; O'Toole, Conor - 2017
Persistent link: https://www.econbiz.de/10011631571