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 …

before the financial crisis of 2007--2009 have higher mortgage delinquency and charge-off rates and significantly higher … that banks managed this risk by building stronger capital buffers. The bank level mortgage risk measures we develop could …

This paper examines the effects of a mortgage interest rate subsidy on booms and busts in the housing market by … analyzing the Housing Mortgage program in Mongolia. We find that the most recent housing boom in Mongolia occurred from the …-specific factors and macroeconomic variables had a significant influence on housing price dynamics. Mortgage interest rate …

An expansion in mortgage credit to subprime borrowers is widely believed to have been a principal driver of the 2002 … purchase mortgages to subprime borrowers. We also document that the expansion in speculative mortgage products and underwriting …

mortgage crisis, which, in contrast to the preceding housing boom, was not accompanied by a rise in homeownership rates. Using …

The most frequent mortgage loans in the US behave according to nominal interest rates with level loan payments (NRMs … increase of real payments in the early years of the mortgage due to higher inflation (Lessard and Modigliani, 1975), causes …