What Drives Mortgage Default Risk in Europe and the U.S.? /
We present an analysis of the sensitivity of household mortgage probabilities of default (PDs) and loss given default (LGDs) on unemployment rates, house price growth, interest rates, and other drivers. A structural micro-macro simulation model is used to that end. It is anchored in the balance shee...
| 主要作者: | |
|---|---|
| 其他作者: | , , |
| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
2022.
|
| 叢編: | IMF Working Papers; Working Paper
;No. 2022/065 |
| 主題: | |
| 在線閱讀: | Full text available on IMF |