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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Бібліографічні деталі
Автор: Pinheiro, Marcelo
Інші автори: Igan, Deniz
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2009.
Серія:IMF Working Papers; Working Paper ; No. 2009/079
Онлайн доступ:Full text available on IMF

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