Search Results

You are looking at 1 - 4 of 4 items

  • Keyword: Residential and Commercial Real Esta... x
Clear All Modify Search
Exposure to Real Estate Losses

Exposure to Real Estate Losses »

Source: Exposure to Real Estate Losses : Evidence from the US Banks

Volume/Issue: 2009/79

Series: IMF Working Papers

Author(s): Marcelo Pinheiro , and Deniz Igan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

ISBN: 9781451872262

Keywords: Residential and Commercial Real Estate, Delinquency, Distance to Default, real estate, real estate loans, commercial real estate, mortgage, commercial real estate loans,

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...

Exposure to Real Estate Losses
			: Evidence from the US Banks

Exposure to Real Estate Losses : Evidence from the US Banks »

Volume/Issue: 2009/79

Series: IMF Working Papers

Author(s): Marcelo Pinheiro , and Deniz Igan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2009

DOI: http://dx.doi.org/10.5089/9781451872262.001

ISBN: 9781451872262

Keywords: Residential and Commercial Real Estate, Delinquency, Distance to Default, real estate, real estate loans, commercial real estate, mortgage, commercial real estate loans,

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...

How to Better Measure Hedonic Residential Property Price Indexes

How to Better Measure Hedonic Residential Property Price Indexes »

Source: How to Better Measure Hedonic Residential Property Price Indexes

Volume/Issue: 2016/213

Series: IMF Working Papers

Author(s): Mick Silver

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 November 2016

ISBN: 9781475552249

Keywords: Hedonic regression, Econometric models, Real estate prices, Regression analysis, Price indexes, Hedonic Regressions; Residential Property Price Index; Commercial Property Price Index; House Price Index; Superlative Index Number; Thin Property Markets, Hedonic Regressions, Residential Property Price Index, Commercial Property Price Index, House Price Index

Hedonic regressions are used for property price index measurement to control for changes in the quality-mix of properties transacted. The paper consolidates the hedonic time dummy approach, characteristics approach...

How to Better Measure Hedonic Residential Property Price Indexes

How to Better Measure Hedonic Residential Property Price Indexes »

Volume/Issue: 2016/213

Series: IMF Working Papers

Author(s): Mick Silver

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 November 2016

DOI: http://dx.doi.org/10.5089/9781475552249.001

ISBN: 9781475552249

Keywords: Hedonic regression, Econometric models, Real estate prices, Regression analysis, Price indexes, Hedonic Regressions; Residential Property Price Index; Commercial Property Price Index; House Price Index; Superlative Index Number; Thin Property Markets, Hedonic Regressions, Residential Property Price Index, Commercial Property Price Index, House Price Index

Hedonic regressions are used for property price index measurement to control for changes in the quality-mix of properties transacted. The paper consolidates the hedonic time dummy approach, characteristics approach...