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Exposure to Real Estate Losses.

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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Pinheiro, Marcelo
Autres auteurs: Igan, Deniz
Format: Électronique eBook
Langue:Inglés
Publié: Washington : International Monetary Fund, 2009.
Collection:IMF Working Papers.
Sujets:
Accès en ligne:Texto completo