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Commercial Real Estate, Distress and Financial Resolution : Portfolio Lending versus Securitization

Downs, David H. - 2015

commercial mortgage market …

Persistent link: https://www.econbiz.de/10013016408

Liquidity Risk and the Credit Crunch of 2007-2008 : Evidence from Micro-Level Data on Mortgage Loan Applications

Antoniades, Adonis - 2014

relying on the use of micro-level data on US mortgage loan applications, which allows me to identify liquidity risk as an … important determinant of the contraction of credit in the mortgage market, but as separate from the precipitous fall in credit …

Persistent link: https://www.econbiz.de/10013039970

The Impact of Risk Retention Regulation on the Underwriting of Securitized Mortgages

Furfine, Craig - 2018

The Dodd-Frank Act requires securitization sponsors to retain not less than a 5% share of the aggregate credit risk of the assets they securitize. This paper examines whether loans securitized in deals sold after the implementation of risk-retention requirements look different from those sold...

Persistent link: https://www.econbiz.de/10012927897

Resolving mortgage distress after COVID-19 : some lessons from the last crisis

McCann, Fergal; O'Malley, Terry - 2021

debt resolution process in the Irish mortgage market in the lead up to the COVID-19 shock. We highlight the widespread … engagement of Irish borrowers with debt resolution mechanisms during a decade in which one sixth of mortgage accounts were … restructured by 2016. Lenders favoured short-term mortgage modifications at the beginning of the decade and three-quarters of …

Persistent link: https://www.econbiz.de/10012550326

Option compensation, risky mortgage lending, and the financial crisis

Chu, Yongqiang; Li, Xinming; Ma, Tao; Zhao, Daxuan - In: The journal of corporate finance : contracting, … 70 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012703855

New ways of modeling loan-to-income distributions and their evolution in time : a probability copula approach

Gerth, Florian; Temnov, Grigory - In: International review of economics & finance : IREF 71 (2021), pp. 217-236

Persistent link: https://www.econbiz.de/10012627775

The lowdown on low-down-payment mortgages : is it safe?

Fissel, Gary S.; Hanweck, Gerald Alfred; Sanders, Anthony B. - In: The journal of fixed income : JFI 31 (2021) 1, pp. 27-50

Persistent link: https://www.econbiz.de/10012613110

COVID-19 mortgage forbearances : drivers and payment behavior

McManus, Douglas A.; Yannopoulos, Elias - In: The journal of structured finance 27 (2021) 2, pp. 13-25

Persistent link: https://www.econbiz.de/10012613487

ABS East 2020 Conference notes

Adelson, Mark - In: The journal of structured finance 27 (2021) 2, pp. 42-61

Persistent link: https://www.econbiz.de/10012613493

What broker charges reveal about subprime mortgage credit risk

Berndt, Antje; Hollifield, Burton; Sandås, Patrik - In: The journal of real estate finance and economics 63 (2021) 2, pp. 280-326

Persistent link: https://www.econbiz.de/10012617483