Exposure to Real Estate Losses : : Evidence from the US Banks / / Marcelo Pinheiro, Deniz Igan |
Autore | Pinheiro Marcelo |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 33 p |
Altri autori (Persone) | IganDeniz |
Collana | IMF Working Papers |
Soggetto topico |
Real estate investment - United States
Real property - United States Banks and Banking Money and Monetary Policy Real Estate Industries: Financial Services Macroeconomics Household Behavior: General Business Fluctuations Cycles Banks Depository Institutions Micro Finance Institutions Mortgages Nonagricultural and Nonresidential Real Estate Markets Real Estate Markets, Spatial Production Analysis, and Firm Location: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Personal Income, Wealth, and Their Distributions Finance Banking Property & real estate Monetary economics Loans Real estate prices Bank credit Financial institutions Prices Money Personal income National accounts Banks and banking Housing Credit Income |
ISBN |
1-4623-0835-X
9786612843006 1-4519-8727-7 1-4518-7226-7 1-282-84300-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788337303321 |
Pinheiro Marcelo | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Exposure to Real Estate Losses : : Evidence from the US Banks / / Marcelo Pinheiro, Deniz Igan |
Autore | Pinheiro Marcelo |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 33 p |
Disciplina | 332.1 |
Altri autori (Persone) | IganDeniz |
Collana | IMF Working Papers |
Soggetto topico |
Real estate investment - United States
Real property - United States Bank credit Banking Banks and Banking Banks and banking Banks Business Fluctuations Credit Cycles Depository Institutions Finance Financial institutions Household Behavior: General Housing Income Industries: Financial Services Loans Macroeconomics Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages National accounts Nonagricultural and Nonresidential Real Estate Markets Personal income Personal Income, Wealth, and Their Distributions Prices Property & real estate Real Estate Markets, Spatial Production Analysis, and Firm Location: General Real estate prices Real Estate |
ISBN |
1-4623-0835-X
9786612843006 1-4519-8727-7 1-4518-7226-7 1-282-84300-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Related Literature -- III. Empirical Approach -- A. Modeling the Determinants of Delinquencies -- B. Stress Testing -- C. Determinants of Vulnerability -- IV. Data -- V. Results -- A. What Leads to Delinquencies? -- B. Can the Banking Sector Survive an Economic Downturn? -- C. Who are the Vulnerable Banks? -- D. What is the Likely Impact of Recent Regulations? -- VI. Conclusion -- References -- Tables -- 1. Definition and Source of Variables -- 2. Summary Statistics -- 3. VEC Estimation Results: Delinquency rate on real estate loans -- 4. VEC Estimation Results: Delinquency rate on residential real estate loans -- 5. VEC Estimation Results: Delinquency rate on commercial real estate loans -- 6. Summary Statistics by Vulnerability -- 7. Characteristics of Vulnerable Banks: Cross-Section Analysis -- 8. Characteristics of Vulnerable Banks: Panel Data Analysis -- 9. Most Vulnerable Banks: Distribution by State -- Figures -- 1. Business, Credit, and Real Estate Cycles, 1976-2006 -- 2. Share of All Real Estate-Related Loans in Banks' Portfolio, 1960-2006 -- 3. Share of Real Estate Loans in Banks' Portfolio, 1996-2006 -- 4. Real Estate Price Indices, 1984-2006 -- 5. Real Estate Exposure: Median Bank, 2000-2006 -- 6. Delinquency Rate, 1991-2006 -- 7. Response of Delinquency Rate on Real Estate Loans to Major Determinants -- 8. Response of Delinquency Rate on Residential Real Estate Loans to Major Determinants -- 9. Response of Delinquency Rate on Commercial Real Estate Loans to Major Determinants -- 10. Bank Vulnerability and House Price Appreciation between 2000 and 2006. |
Record Nr. | UNINA-9910812022303321 |
Pinheiro Marcelo | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|