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Modeling loss given default with stochastic collateral
Frontczak, Robert; Rostek, Stefan - In: Economic modelling 44 (2015), pp. 162-170
Persistent link: https://www.econbiz.de/10011326261
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A stochastic loss given default model of Hungarian residential mortgages
Várgedő, Bálint - In: Acta oeconomica : periodical of the Hungarian Academy … 74 (2024) 3, pp. 299-327
Persistent link: https://www.econbiz.de/10015084289
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The determinants of households' repayment difficulties on mortgage loans : evidence from Italian microdata
Aristei, David; Gallo, Manuela - In: International journal of consumer studies 40 (2016) 4, pp. 453-465
Persistent link: https://www.econbiz.de/10011593334
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Pricing Defaulted Italian Mortgages
Pelizza, Michela - 2020
Our paper forecasts expected recovery rates of defaulted Italian mortgage loans backed by either residential or … consequence non-performing mortgage loans held by Italian banks might be overvalued …
Persistent link: https://www.econbiz.de/10012846649
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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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House price markups and mortgage defaults
Carrillo, Paul E.; Doerner, William M.; Larson, William - In: Journal of money, credit and banking : JMCB 55 (2023) 4, pp. 747-782
Persistent link: https://www.econbiz.de/10014306110
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Pricing defaulted Italian mortgages
Pelizza, Michela; Schenk-Hoppé, Klaus Reiner - In: Journal of Risk and Financial Management 13 (2020) 2, pp. 1-14
Our paper forecasts the expected recovery rates of defaulted Italian mortgage loans backed by either residential or … recovery rates. As a consequence, non-performing mortgage loans held by Italian banks might be overvalued. …
Persistent link: https://www.econbiz.de/10012611253
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Optimal risk-sharing in mortgage contracts : the effects of potential prepayment and default
Brueckner, Jan K.; Lee, Kangoh - 2014
Much of the literature on the economics of mortgage markets has studied the FRM-ARM choice made by individual borrowers … of optimal risk-sharing in mortgage contracts. But since only a small literature has studied this question, more research …'s (1986a) model, using it to characterize optimal contracts in the absence of mortgage termination, and then exploring how …
Persistent link: https://www.econbiz.de/10010412302
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Mortgage defaults
Hatchondo, Juan Carlos; Martinez, Leonardo; Sanchez, Juan M. - 2015
Persistent link: https://www.econbiz.de/10011449821
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Unemployment, negative equity, and strategic default
Gerardi, Kristopher; Herkenhoff, Kyle F.; Ohanian, Lee E.; … - 2013
defaulters have both negative equity and enough liquid or illiquid assets to make one month's mortgage payment. This finding …
Persistent link: https://www.econbiz.de/10009778409