Matches in SemOpenAlex for { <https://semopenalex.org/work/W3174482162> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W3174482162 abstract "Using loan level data on mortgage loans originated by Dutch banks during 1996 to 2015, we analyse the determinants of the incidence of non-performance. We find that both the originating loan-to-value ratio (OLTV) and the debt-service-to-income ratio (DSTI) are significantly positively associated with the probability of non-performance. The results suggest that mortgages with government-loan-guarantees perform better. Moreover, several mortgage loan and borrower characteristics, such as the (interest-only) loan type and the underwater status of the borrower, increase credit risk. Our model predictions suggest a novel policy implication: in order to avoid acceleration of non-performance probabilities, the OLTV-limit should be set to about 70%-80% for uninsured mortgages, and to about 90% for those with mortgage insurance." @default.
- W3174482162 created "2021-07-05" @default.
- W3174482162 creator A5029217795 @default.
- W3174482162 creator A5045613027 @default.
- W3174482162 date "2019-01-01" @default.
- W3174482162 modified "2023-09-23" @default.
- W3174482162 title "Loan to Value Caps and Government-Backed Mortgage Insurance: Loan-Level Evidence From Dutch Residential Mortgages" @default.
- W3174482162 doi "https://doi.org/10.2139/ssrn.3451231" @default.
- W3174482162 hasPublicationYear "2019" @default.
- W3174482162 type Work @default.
- W3174482162 sameAs 3174482162 @default.
- W3174482162 citedByCount "0" @default.
- W3174482162 crossrefType "journal-article" @default.
- W3174482162 hasAuthorship W3174482162A5029217795 @default.
- W3174482162 hasAuthorship W3174482162A5045613027 @default.
- W3174482162 hasBestOaLocation W31744821622 @default.
- W3174482162 hasConcept C10138342 @default.
- W3174482162 hasConcept C119857082 @default.
- W3174482162 hasConcept C138885662 @default.
- W3174482162 hasConcept C138893092 @default.
- W3174482162 hasConcept C144133560 @default.
- W3174482162 hasConcept C152876461 @default.
- W3174482162 hasConcept C158725981 @default.
- W3174482162 hasConcept C162118730 @default.
- W3174482162 hasConcept C165060548 @default.
- W3174482162 hasConcept C179691888 @default.
- W3174482162 hasConcept C22738907 @default.
- W3174482162 hasConcept C2776291640 @default.
- W3174482162 hasConcept C2777764128 @default.
- W3174482162 hasConcept C2778137410 @default.
- W3174482162 hasConcept C2992893599 @default.
- W3174482162 hasConcept C41008148 @default.
- W3174482162 hasConcept C41895202 @default.
- W3174482162 hasConcept C43039823 @default.
- W3174482162 hasConcept C68799949 @default.
- W3174482162 hasConcept C71387314 @default.
- W3174482162 hasConcept C73283319 @default.
- W3174482162 hasConcept C97330809 @default.
- W3174482162 hasConceptScore W3174482162C10138342 @default.
- W3174482162 hasConceptScore W3174482162C119857082 @default.
- W3174482162 hasConceptScore W3174482162C138885662 @default.
- W3174482162 hasConceptScore W3174482162C138893092 @default.
- W3174482162 hasConceptScore W3174482162C144133560 @default.
- W3174482162 hasConceptScore W3174482162C152876461 @default.
- W3174482162 hasConceptScore W3174482162C158725981 @default.
- W3174482162 hasConceptScore W3174482162C162118730 @default.
- W3174482162 hasConceptScore W3174482162C165060548 @default.
- W3174482162 hasConceptScore W3174482162C179691888 @default.
- W3174482162 hasConceptScore W3174482162C22738907 @default.
- W3174482162 hasConceptScore W3174482162C2776291640 @default.
- W3174482162 hasConceptScore W3174482162C2777764128 @default.
- W3174482162 hasConceptScore W3174482162C2778137410 @default.
- W3174482162 hasConceptScore W3174482162C2992893599 @default.
- W3174482162 hasConceptScore W3174482162C41008148 @default.
- W3174482162 hasConceptScore W3174482162C41895202 @default.
- W3174482162 hasConceptScore W3174482162C43039823 @default.
- W3174482162 hasConceptScore W3174482162C68799949 @default.
- W3174482162 hasConceptScore W3174482162C71387314 @default.
- W3174482162 hasConceptScore W3174482162C73283319 @default.
- W3174482162 hasConceptScore W3174482162C97330809 @default.
- W3174482162 hasLocation W31744821621 @default.
- W3174482162 hasLocation W31744821622 @default.
- W3174482162 hasLocation W31744821623 @default.
- W3174482162 hasOpenAccess W3174482162 @default.
- W3174482162 hasPrimaryLocation W31744821621 @default.
- W3174482162 hasRelatedWork W1506543733 @default.
- W3174482162 hasRelatedWork W1531138967 @default.
- W3174482162 hasRelatedWork W1546893796 @default.
- W3174482162 hasRelatedWork W2353315464 @default.
- W3174482162 hasRelatedWork W2358786366 @default.
- W3174482162 hasRelatedWork W2364780941 @default.
- W3174482162 hasRelatedWork W2377588970 @default.
- W3174482162 hasRelatedWork W2394382087 @default.
- W3174482162 hasRelatedWork W2761739734 @default.
- W3174482162 hasRelatedWork W2802548838 @default.
- W3174482162 isParatext "false" @default.
- W3174482162 isRetracted "false" @default.
- W3174482162 magId "3174482162" @default.
- W3174482162 workType "article" @default.