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Mortgages denominated in domestic and foreign currencies : simple models
Király, Júlia; Simonovits, András - 2015
After the short temporary popularity of foreign currency denominated (FXD) loans, during the Great Financial and Economic Recession (2007- 2013), the burden of these loans has become unaffordable for a lot of borrowers in East Central Europe. We have designed a family of simple models to compare...
Persistent link: https://www.econbiz.de/10010481775
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A critical review of neoclassical modeling techniques in structured finance
Fahey, Brian - In: Journal of post-Keynesian economics : JPKE 35 (2013) 3, pp. 319-340
Persistent link: https://www.econbiz.de/10009759928
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MBS ratings and the mortgage credit boom
Ashcraft, Adam B.; Goldsmith-Pinkham, Paul; Vickery, James - 2010
We study credit ratings on subprime and Alt-A mortgage-backed-securities (MBS) deals issued between 2001 and 2007, the … period leading up to the subprime crisis. The fraction of highly rated securities in each deal is decreasing in mortgage … underperformance (high mortgage defaults and losses and large rating downgrades) among deals with observably higher risk mortgages …
Persistent link: https://www.econbiz.de/10008657284
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MBS Ratings and the Mortgage Credit Boom
Ashcraft, Adam B. - 2010
We study credit ratings on subprime and Alt-A mortgage-backed-securities (MBS) deals issued between 2001 and 2007, the … period leading up to the subprime crisis. The fraction of highly rated securities in each deal is decreasing in mortgage … underperformance (high mortgage defaults and losses and large rating downgrades) among deals with observably higher risk mortgages …
Persistent link: https://www.econbiz.de/10013143047
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AKM mortgages, Inc.
Zhang, Sanjian; Paul, John W.; Huang, Xuan - In: Issues in accounting education 28 (2013) 4, pp. 1031-1052
Persistent link: https://www.econbiz.de/10010231580
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Credit cycles with market-based household leverage
Diamond, William; Landvoigt, Tim - In: Journal of financial economics 146 (2022) 2, pp. 726-753
Persistent link: https://www.econbiz.de/10013482350
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Consumer risk appetite, the credit cycle, and the housing bubble
Breeden, Joseph L.; Canals-Cerdá, José J. - 2016
Persistent link: https://www.econbiz.de/10011449437
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Using observable and unobservable default risk to explain changes in heterogeneous consumer loan terms
Edelberg, Wendy M. - 2003
Persistent link: https://www.econbiz.de/10003385163
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Fed liftoff and subprime loan interest rates : evidence from the peer-to-peer lending market
Bertsch, Christoph; Hull, Isaiah; Zhang, Xin - 2016
On December 16th of 2015, the Fed initiated "liftoff," raising the federal funds rate range by 25 basis points and ending a 7-year regime of near-zero rates. We use a unique dataset of 640,000 loan-hour observations to measure the impact of liftoff on interest rates in the peer-to-peer lending...
Persistent link: https://www.econbiz.de/10011457389
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What Happens If a Mortgage Is Not a QM Loan?
Natter, Raymond - 2013
Under the Dodd-Frank Act, a lender must make a good faith determination that a mortgage borrower has a reasonable … Protection Bureau issued regulations defining a "qualified mortgage" or "QM." Loans that meet the standards for being a QM …
Persistent link: https://www.econbiz.de/10013071342