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Mortgage Meltdown : Default Sensitivity to Declining Home Values and Loan-to-Value Ratios

Schindler, Yannick - 2012

The current study investigates the recent mortgage crisis to determine whether deteriorating aggregate loan …

Persistent link: https://www.econbiz.de/10013106711

Mortgage meltdown : default sensitivity to declining home values and loan-to-value ratios

Schindler, Yannick; Laux, Judith A. - 2012

Persistent link: https://www.econbiz.de/10009746739

An analysis of default risk in the Home Equity Conversion Mortgage (HECM) program

Moulton, Stephanie; Haurin, Donald R.; Shi, Wei - In: Journal of urban economics 90 (2015), pp. 17-34

Persistent link: https://www.econbiz.de/10011563448

Loss severities on residential real estate debt during the Great Recession

Andersson, Fredrik; Mayock, Tom - In: Journal of banking & finance 46 (2014), pp. 266-284

Persistent link: https://www.econbiz.de/10010468426

Appraising home purchase appraisals

Calem, Paul Seth; Lambie-Hanson, Lauren; Nakamura, … - 2018

Home appraisals are produced for millions of residential mortgage transactions each year, but appraised values are … institutional framework that governs mortgage lending lead to information loss in appraisals (that is, appraisals set equal to the … incidence of mortgage default at loan-to-value boundaries (notches) above which mortgage insurance rates increase. Appraisals …

Persistent link: https://www.econbiz.de/10011971156

Bank failures, capital buffers, and exposure to the housing market bubble

Kara, Gazi I.; Vojtech, Cindy M. - In: Real estate economics 52 (2024) 6, pp. 1470-1505

Persistent link: https://www.econbiz.de/10015141949

The impact of lending standards on default rates of residential real estate loans

Gaudêncio, João; Mazany, Agnieszka; Schwarz, Claudia - 2019

This paper analyses the impact of lending standards for residential real estate (RRE) loans on default rates, using a novel loan-level dataset from the European DataWarehouse (EDW) that covers eight euro area countries. To the best of the authors' knowledge, this paper is the first to use, for...

Persistent link: https://www.econbiz.de/10011988415

Mortgage lending valuation bias under housing price changes and loan-to-value regulations

Reite, Endre J. - In: Finance research letters 58 (2023) 3, pp. 1-7

Persistent link: https://www.econbiz.de/10015047537

Stress testing the German mortgage market

Barasinska, Nataliya; Haenle, Philipp; Koban, Anne; … - 2019

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 …

Persistent link: https://www.econbiz.de/10012012997

Real estate in the Netherlands : a taxonomy of risks and policy challenges

Geis, André; Luca, Oana - 2021

Soaring real estate prices and valuations despite the economic downturn brought by the pandemic have focussed the attention of Dutch policymakers on potential macro-financial and socio-economic implications. In this context, our paper reviews the salient features of Dutch commercial and...

Persistent link: https://www.econbiz.de/10012605499