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 …

enhancement in CRA enforcement in 1998 increased the growth rate of mortgage lending by CRA-regulated banks to CRA-eligible census … in mortgage supply of regulated banks. Consequently, these census tracts experienced a worse housing bust. I find that …

have higher mortgage delinquency and charge-off rates and significantly higher probabilities of failure during the last … stronger capital buffers. Our results suggest that there is scope for improved measures of mortgage loan risk that could be …

This paper studies the link between banks' geographic concentration and the growth in mortgage lending during the boom … concentrated banks experience less excessive expansion and contraction in mortgage supply during the boom and the following bust …

-lived effect of credit supply on house prices. We then exploit the segmentation of the conventional mortgage market from program … uncover a net increase in credit for all other residential mortgage applicants that aligns closely with the evolution of house …

macroprudential measure on mortgage lending spreads. Our results indicate that affected banks reacted heterogeneously to the … introduction of the measure. Specifically, mortgage-specialised and capital-constrained banks increase mortgage lending spreads by … a greater amount. As expected, the impact of the measure on mortgage loan pricing has been rather modest in economic …

This paper analyses the reasons why Spanish banks securitised in the period 2000-2007 on such a large scale that Spain …

experiences from Iceland, Ireland, Spain, and the United States, this paper discusses how economic trade-offs affecting mortgage …In housing crises, high mortgage debt can feed a vicious circle of falling housing prices and declining consumption and … incomes, leading to higher mortgage defaults and deeper recessions. In such situations, resolution policies may need to be …

mortgage equity withdrawal (MEW) loan products were denied. Black and Hispanic homeowners' applications were denied at even … with purchase and rate/term refinance mortgage applications. Controlling for loan and borrower characteristics commonly …