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...

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Bibliographic Details
Main Author: Pinheiro, Marcelo
Other Authors: Igan, Deniz
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/079
Online Access:Full text available on IMF

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