During the COVID-19 pandemic, house prices and mortgage credit rose at a longunseen pace. It is unclear, however … novel approach in the financial s tability literature t o j ointly m easure h ouse price overvaluation and mortgage credit … flow g aps. We find that, by mid-2021, Lithuania was experiencing a heating-up in housing and mortgage credit markets, with …

The subprime mortgage crisis has already wreaked havoc on the lives of millions of people and now it threatens to …

mortgage panel data to assign performing loans into the appropriate stage. Using this technique, we characterise approximately … 30 per cent of the performing Irish mortgage portfolio at end-2015 as Stage 2.We then calculate backward-looking, static …

In this paper, we investigate the relation between buildings' energy efficiency and the probability of mortgage default …. To this end, we construct a novel panel dataset by combining Dutch loan-level mortgage information with provisional … extended Cox model, we find that buildings' energy efficiency is associated with lower likelihood of mortgage default. The …