energy-performance of buildings with financial data on mortgages for Germany and identifies two risk drivers - a carbon price … corporate bond holdings. This article takes a closer look at transition risks and opportunities in residential mortgages …" portfolio compared to a "green" portfolio. Taking climate policy into account in risk management and strategy can reduce the …

In Austria, the share of foreign currency mortgages in total household debt has been increasing since the late 1990s … currency borrowers just less risk averse and better able to absorb risks than their domestic currency counterparts? We employ a … differences along risk buffers. Hence we estimate conditional counterfactual distributions in order to calculate the differences …

Program (HARP). We use a competing risk model to estimate the sensitivity of default risk to downward adjustments of borrowers …' monthly mortgage payments for a large sample of prime adjustable-rate mortgages. Applying a 26 percent average monthly payment … conforming adjustable-rate mortgages with loan-to-value ratios above 80 percent declines by 3.8 percentage points. If we assume …