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 deter...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Pinheiro, Marcelo
अन्य लेखक: Igan, Deniz
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2009.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2009/079
ऑनलाइन पहुंच:Full text available on IMF