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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| 格式: | 雜誌 |
| 語言: | English |
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Washington, D.C. :
International Monetary Fund,
2009.
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| 叢編: | IMF Working Papers; Working Paper ;
No. 2009/079 |
| 在線閱讀: | Full text available on IMF |