Land Share, Mortgage Default, and Loan-to-Value Ratio As a Macro-Prudential Policy Tool

SSRN Electronic Journal ◽

10.2139/ssrn.2980558 ◽

2017 ◽

Author(s):

Lingxiao Li

Keyword(s):

Mortgage Default ◽

Policy Tool ◽

Prudential Policy

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Are Through-the-Cycle Credit Risk Models a Beneficial Macro-Prudential Policy Tool?

Monetary Policy, Financial Crises, and the Macroeconomy ◽

10.1007/978-3-319-56261-2_10 ◽

2017 ◽

pp. 201-224

Author(s):

Manuel Mayer ◽

Stephan Sauer

Keyword(s):

Credit Risk ◽

Risk Models ◽

Policy Tool ◽

Prudential Policy

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Subprime Mortgage Default

SSRN Electronic Journal ◽

10.2139/ssrn.1596202 ◽

2010 ◽

Cited By ~ 2

Author(s):

James B. Kau ◽

Donald C. Keenan ◽

Constantine Lyubimov ◽

V. Carlos Slawson

Keyword(s):

Mortgage Default ◽

Subprime Mortgage

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Dynamics of Unemployment and Home Price Shocks on Mortgage Default Rates

SSRN Electronic Journal ◽

10.2139/ssrn.2079814 ◽

2012 ◽

Author(s):

Yaw Owusu-Ansah

Keyword(s):

Mortgage Default ◽

Price Shocks ◽

Default Rates

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Regulation Through Substitution as Policy Tool: Swap Futurization Under Dodd-Frank

SSRN Electronic Journal ◽

10.2139/ssrn.2256047 ◽

2013 ◽

Cited By ~ 2

Author(s):

Gabriel D. Rosenberg ◽

Jai R. Massari

Keyword(s):

Policy Tool

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The Effect of Negative Equity on Mortgage Default: Evidence from HAMP PRA

SSRN Electronic Journal ◽

10.2139/ssrn.2648464 ◽

2015 ◽

Cited By ~ 2

Author(s):

Therese C. Scharlemann ◽

Stephen H. Shore

Keyword(s):

Mortgage Default

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Asymmetric Information and Subprime Mortgage Default

SSRN Electronic Journal ◽

10.2139/ssrn.2690044 ◽

2015 ◽

Author(s):

Xudong An ◽

A. Quang Do ◽

Timothy J. Riddiough ◽

Vincent W. Yao

Keyword(s):

Asymmetric Information ◽

Mortgage Default ◽

Subprime Mortgage

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Macroeconomic Stress-Testing of Mortgage Default Rate Using a Vector Error Correction Model and Entropy Pooling

SSRN Electronic Journal ◽

10.2139/ssrn.2806403 ◽

2016 ◽

Cited By ~ 1

Author(s):

David Ardia ◽

Anas Guerrouaz ◽

Jeanne Rey

Keyword(s):

Error Correction ◽

Stress Testing ◽

Error Correction Model ◽

Vector Error Correction Model ◽

Mortgage Default ◽

Correction Model ◽

Vector Error Correction ◽

Vector Error ◽

Default Rate

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The 'Innovation Radar': A New Policy Tool to Support Innovation Management

SSRN Electronic Journal ◽

10.2139/ssrn.2944104 ◽

2017 ◽

Author(s):

Paul Desruelle ◽

Daniel Nepelski

Keyword(s):

Innovation Management ◽

Policy Tool

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A Revealed Preference Approach to Estimating Strategic Mortgage Default

SSRN Electronic Journal ◽

10.2139/ssrn.2985154 ◽

2017 ◽

Cited By ~ 1

Author(s):

Meagan McCollum ◽

Rajesh P. Narayanan ◽

R. Kelley Pace

Keyword(s):

Revealed Preference ◽

Mortgage Default ◽

Revealed Preference Approach

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Sustainable Capital Instruments and Their Role in Prudential Policy: Reverse Green Bonds.

SSRN Electronic Journal ◽

10.2139/ssrn.3415184 ◽

2019 ◽

Author(s):

Jan De Spiegeleer ◽

Wim Schoutens

Keyword(s):

Prudential Policy

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