these GSEs as mortgage market conditions deteriorated in 2007 and 2008. The analysis focuses on a key element of OFHEO …

for Fannie Mae and Freddie Mac. We study a key component of OFHEOs model - 30-year fixed-rate mortgage performance - and … in a significant underprediction of mortgage credit losses and associated capital needs at Fannie Mae and Freddie Mac …

moderating mortgage loan creation, and its effectiveness needs to be estimated empirically. This paper is unique in that it … analyzes the effect of LTV on mortgage lending, the direct channel of influence, using a large sample of banks in 10 Asian … show that economies with LTV polices have expanded residential mortgage loans by 6.7% per year, while non-LTV economies …

€“expectations about the path of future house prices – affects the size and timing of provisions for first-lien residential mortgage …

, we test whether the U.S. bank stress tests had any impact on the supply of mortgage credit. We find that the first … Comprehensive Capital Analysis and Review (CCAR) stress test in 2011 had a negative effect on the share of jumbo mortgage …

the CRT programs have been successful in reducing the exposure of the federal government to mortgage credit risk without … disrupting the liquidity or stability of mortgage secondary markets. In the process, the programs have created a new financial … market for pricing and trading mortgage credit risk, which has grown in size and liquidity over time. The CRT programs …

moderating mortgage loan creation, and its effectiveness needs to be estimated empirically. This paper is unique in that it … analyzes the effect of LTV on mortgage lending, the direct channel of influence, using a large sample of banks in 10 Asian … show that economies with LTV polices have expanded residential mortgage loans by 6.7% per year, while non-LTV economies …

-changing regulation impacted mortgage lending and risk. Our paper uses changes in regulatory treatment discontinuities associated with …

Limbo loans are defined as delinquent mortgage loans that have not progressed to resolution. We utilize a unique legal … impairment of property rights explains both the likelihood and longevity of delay. We find that the presence of the Mortgage …

This paper examines the impact of refinancing on mortgage defaults based on an empirical investigation of the Home …