means of past mortgage deliquency rates. We give a statistical evidence that the non-normal model is much more suitable than …

defaulters have both negative equity and enough liquid or illiquid assets to make one month's mortgage payment. This finding …

We analyze link between mortgage-related regulatory penalties levied on banks and the level of systemic risk in the U …

of the Danish mortgage finance system and compare and contrast it to the U.S. system. We also note characteristics of the … Danish model that may be of interest as the United States considers further mortgage finance reform. In particular, the … borrowers the option to repurchase their mortgage at the market price, mitigating "lock-in" effects. Danish mortgage …

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 …

We exploit a unique data set that features both un-intermediated mortgage requests and independent offers from multiple … current mortgage payments over the risk of possible hikes in future mortgage payments. We also provide evidence that banks do … influence the contracted mortgage rate fixation periods, trading off their own exposure to interest rate risk against the …

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 …

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 …