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What's Behind the Non-Bank Mortgage Boom?

Lux, Marshall - 2020

the overall mortgage market has grown handedly. In 2014, non-banks accounted for over 40 percent of total origination in … active in mortgage servicing than ever before; and 3) using technology to transform the mortgage market. Without non …-banks, today's sluggish mortgage market would be much less vibrant, and our analysis reveals positive impacts of non-banks on …

Persistent link: https://www.econbiz.de/10012834535

Bad Product Development Results in Systemic Market Failure – Foreign Currency Mortgage Loans to Hungarian Households

Bethlendi, András - 2016

This article focuses on the supply side of household foreign currency mortgage loans in Hungary, on the relevant …

Persistent link: https://www.econbiz.de/10012995822

Same same but different : credit risk provisioning under IFRS 9

Behn, Markus; Couaillier, Cyril - 2023

We analyse the impact of the adoption of expected credit loss accounting (IFRS 9) on the timeliness and potential procyclicality of banks' loan loss provisioning. We use granular loan-level data from the euro area's credit register and investigate both firm-level credit events and macroeconomic...

Persistent link: https://www.econbiz.de/10014362650

Risk sensitivity of banks, interbank markets and the effects of liquidity regulation : conference paper

Pausch, Thilo - 2013 - First draft

The industrial organization approach to banking is extended to analyze the effects of interbank market activity and regulatory liquidity requirements on bank behavior. A multi-stage decision situation allows for considering the interaction between credit risk and liquidity risk of banks. This...

Persistent link: https://www.econbiz.de/10010344667

Determinants of non-performing loans : can national asset management companies help to alleviate the problems?

Gonzales, Brenda Solis - 2020

Using a novel dataset I examine to what extent the introduction of national Asset Management Companies (AMCs) impacts the effects of bank-specific and macroeconomic determinants of the NPLs ratio for European countries. This study provides evidence on how national AMCs help to alleviate the...

Persistent link: https://www.econbiz.de/10012242901

Macroeconomic, institutional and bank-specific determinants of non-performing loans in emerging market economies : a dynamic panel regression analysis

Bayar, Yılmaz - In: Journal of central banking theory and practice 8 (2019) 3, pp. 95-110

Banking sector is important for various macroeconomic and microeconomic variables in terms of mobilization of funds, increasing savings, and providing alternative investment instruments suited to the every person by minimizing the risk of adverse selection and moral hazard, allocating funds to...

Persistent link: https://www.econbiz.de/10012101485

Model and estimation risk in credit risk stress tests

Grundke, Peter; Pliszka, Kamil; Tuchscherer, Michael - 2019

This paper deals with stress tests for credit risk and shows how exploiting the discretion when setting up and implementing a model can drive the results of a quantitative stress test for default probabilities. For this purpose, we employ several variations of a CreditPortfolioView-style model...

Persistent link: https://www.econbiz.de/10011981523

Does financial inclusion affect non-performing loans and liquidity risk in the MENA region?

Hakimi, Abdelaziz; Saidi, Hichem; Adili, Lamia - In: Economies : open access journal 13 (2025) 5, pp. 1-23

Over the past decade, the debate on the microeconomic effects of financial inclusion has intensified, with a growing body of research exploring how access to financial services impacts banks' behaviors. Studying the effect of financial inclusion on bank risk is crucial because it helps...

Persistent link: https://www.econbiz.de/10015410220

A model of mortgage losses and its applications for macroprudential instruments : conference paper

Hott, Christian - 2014

We develop a theoretical model of mortgage loss rates that evaluates their main underlying risk factors. Following the … mortgage loss rates. In addition, we show potential applications of the model for different macroprudential instruments: stress …

Persistent link: https://www.econbiz.de/10010489294

Housing, housing finance and credit risk

Canepa, Alessandra; Khaled, Fawaz - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-23

This paper investigates the determinants of credit risk from a broad perspective. Particular attention is given to the role of housing affordability and household indebtedness. However, the impact of credit market developments and regulations is also closely examined. Using a large panel of...

Persistent link: https://www.econbiz.de/10011883262