We study the feedback from the risk of outstanding mortgage-backed securities (MBS) on the level and volatility of …

Prior to the subprime crisis, mortgage brokers charged higher fees for subprime loans that turned out to be riskier ex … impact mortgage lending …

predict the early redemption of Term Asset-Backed Securities Loan Facility (TALF) loans used to purchase commercial mortgage …

Prior to the subprime crisis, mortgage brokers charged higher percentage fees for loans that turned out to be riskier … residential mortgage securitizations. …

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 …

. This explains the phenomenon of irregularly high early-stage default and prepayment rates observed in residential mortgage … lending in China, where there are few, if any, financial incentives for mortgage borrowers to exercise either put or call … spot market. However, currently Chinese mortgage banks charge the same rate to all mortgage borrowers. This inefficiency in …

This paper examines what happens to mortgages in the subprime mortgage market once foreclosure proceeding are initiated …

lending guidelines, and demand in housing construction and mortgage lending has plummeted. Against this background, the paper …