Exposure to Real Estate Losses : Evidence from the US Banks

Evidence from the US Banks

Exposure to Real Estate Losses : Evidence from the US Banks
We implement a three-step procedure to assess the extent of exposure to real estate in commercial banks. First, we demonstrate interest rates and income to be the major determinants of delinquency. Then, we adopt a stress testing approach to calculate the impact of any adverse changes in these determinants. This suggests that a 1.3 percentage... READ MORE...

Publication date: April 2009
ISBN 9781451872262
$18.00

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