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Policy Intervention in Debt Renegotiation : Evidence from the Home Affordable Modification Program

Agarwal, Sumit - 2016

We evaluate the effects of the 2009 Home Affordable Modification Program (HAMP) that provided intermediaries with sizeable financial incentives to renegotiate mortgages. HAMP increased intensity of renegotiations and prevented substantial number of foreclosures but reached just one-third of its...

Persistent link: https://www.econbiz.de/10013006903

Macro to the Rescue? An Analysis of Macroprudential Instruments to Regulate Housing Credit

Falter, Alexander - 2019

of macroprudential instruments addressing mortgage credit. The model compares the introduction of a loan-to-value ratio …

Persistent link: https://www.econbiz.de/10012860825

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

Determinants of Price Discrimination and Switching Mortgage Provider in Times of Regulation and Digitalization

Ongena, Steven; Paraschiv, Florentina; Reite, Endre J - 2021

In this paper, we analyse the price discrimination and household switching in the residential mortgage market …

Persistent link: https://www.econbiz.de/10013210997

Macro to the rescue? : an analysis of macroprudential instruments to regulate housing credit

Falter, Alexander - 2019

of macroprudential instruments addressing mortgage credit. The model compares the introduction of a loan-to-value ratio …

Persistent link: https://www.econbiz.de/10012034723

The impact of regulatory measures on the development of household indebtedness

Rajl, Jiří - In: European financial and accounting journal : EFAJ 14 (2019) 1, pp. 5-24

financial consumer protection aimed at slowing down the growth of the mortgage market by introducing new recommendations to … restrict LTV limits and other indicators. Households are taking advantage of the availability of mortgage loans in an …

Persistent link: https://www.econbiz.de/10012118743

Regulatory Spillovers in Local Mortgage Markets

Lim, Ivan; Nguyen, Duc Duy; Nguyen, Linh - 2022

originations following the regulation’senactment. This causes mortgage credit to be reallocated toward other banks in the same …We document novel evidence on the spillover effect of a corporate control regulation on localmortgage markets. We find … that banks directly targeted by the Sarbanes-Oxley Act (SOX) torectify their internal control weaknesses reduce mortgage …

Persistent link: https://www.econbiz.de/10014244935

The allocation of risk : Some implications of fixed versus index-linked mortgages

Baesel, Jerome B.; Nahum, Biger - In: Journal of financial and quantitative analysis : JFQA 15 (1980) 2, pp. 457-468

Persistent link: https://www.econbiz.de/10001846830

Banking Networks and Economic Growth : From Idiosyncratic Shocks to Aggregate Fluctuations

Kundu, Shohini - 2020

The objective of this paper is to explore the transmission of non-bank capital shocks through banking networks. We develop a methodology to construct non-bank capital shocks, idiosyncratic shocks, using labor productivity shocks to large firms. We document a change in the relationship between...

Persistent link: https://www.econbiz.de/10012839265

Banking Networks and Economic Growth : From Idiosyncratic Shocks to Aggregate Fluctuations

Kundu, Shohini; Vats, Nishant - 2021

This paper explores the transmission of non-capital shocks through banking networks. We develop a methodology to construct non-capital (idiosyncratic) shocks, using labor productivity shocks to large firms. We document a change in the relationship between foreign idiosyncratic shocks and...

Persistent link: https://www.econbiz.de/10013312628