Search Results

You are looking at 1 - 10 of 14 items

  • Keyword: residential mortgages x
Clear All Modify Search
Canada

Canada »

Source: Canada : Financial Sector Assessment Program-Intensity and Effectiveness of Federal Bank Supervision in Canada-Technical Note

Volume/Issue: 2014/70

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 March 2014

ISBN: 9781475573480

Keywords: mortgage, residential mortgage, mortgage loan, mortgage loans, mortgages

This paper evaluates Financial Sector Assessment Program (FSAP) intensity and effectiveness of Federal Bank supervision in Canada. The IMF report highlights that a key element of effective supervision is a willingn...

Canadian Residential Mortgage Markets

Canadian Residential Mortgage Markets »

Source: Canadian Residential Mortgage Markets : Boring But Effective?

Volume/Issue: 2009/130

Series: IMF Working Papers

Author(s): John Kiff

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

ISBN: 9781451872774

Keywords: mortgage, regulations, mortgages, bonds, residential mortgage, mortgage loans,

Klyuev (2008) concluded that the Canadian market for housing finance is highly advanced and sophisticated, but financing options were somewhat limited, particularly at terms longer than five years. This paper argue...

Canada

Canada »

Source: Canada : Selected Issues

Volume/Issue: 2009/163

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2009

ISBN: 9781451807097

Keywords: mortgage, real gdp, gdp growth, mortgages, residential mortgage

This Selected Issues paper on Canada examines economic development and policies. Capital ratios before the crisis have been a key determinant of bank performance during the turmoil; and Canadian banks had ample cap...

Bank Capital Adequacy in Australia

Bank Capital Adequacy in Australia »

Source: Bank Capital Adequacy in Australia

Volume/Issue: 2012/25

Series: IMF Working Papers

Author(s): Niamh Sheridan , and B. Jang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463932527

Keywords: Canada, Basel II, Basel III, loss given default, probability of default, stress tests, mortgages, residential mortgages, banking, mortgage

The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital qualit...

Canada
			: Financial Sector Assessment Program-Intensity and Effectiveness of Federal Bank Supervision in Canada-Technical Note

Canada : Financial Sector Assessment Program-Intensity and Effectiveness of Federal Bank Supervision in Canada-Technical Note »

Volume/Issue: 2014/70

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 March 2014

DOI: http://dx.doi.org/10.5089/9781475573480.002

ISBN: 9781475573480

Keywords: mortgage, residential mortgage, mortgage loan, mortgage loans, mortgages

This paper evaluates Financial Sector Assessment Program (FSAP) intensity and effectiveness of Federal Bank supervision in Canada. The IMF report highlights that a key element of effective supervision is a willingn...

New Zealand Banks’ Vulnerabilities and  Capital Adequacy

New Zealand Banks’ Vulnerabilities and Capital Adequacy »

Source: New Zealand Banks' Vulnerabilities and Capital Adequacy

Volume/Issue: 2013/7

Series: IMF Working Papers

Author(s): B. Jang , and Masahiko Kataoka

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 January 2013

ISBN: 9781475561371

Keywords: Basel II, loss given default, probability of default, mortgages, banking, mortgage, residential mortgages, General, Government Policy and Regulation,

The paper finds that, given New Zealand's conservative approach in implementing the Basel II framework, New Zealand banks' headline capital ratios underestimate their capital strength. A comparison with Canadian, U...

Canadian Residential Mortgage Markets
			: Boring But Effective?

Canadian Residential Mortgage Markets : Boring But Effective? »

Volume/Issue: 2009/130

Series: IMF Working Papers

Author(s): John Kiff

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

DOI: http://dx.doi.org/10.5089/9781451872774.001

ISBN: 9781451872774

Keywords: mortgage, regulations, mortgages, bonds, residential mortgage, mortgage loans,

Klyuev (2008) concluded that the Canadian market for housing finance is highly advanced and sophisticated, but financing options were somewhat limited, particularly at terms longer than five years. This paper argue...

Local Housing Market Cycle and Loss Given Default

Local Housing Market Cycle and Loss Given Default »

Source: Local Housing Market Cycle and Loss Given Default : Evidence from Sub-Prime Residential Mortgages

Volume/Issue: 2010/167

Series: IMF Working Papers

Author(s): Yanan Zhang , Lu Ji , and Fei Liu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

ISBN: 9781455201785

Keywords: loss given default, residential mortgage, housing market cycle, Basel II, recovery, loss severity, mortgage, mortgages, foreclosure, mortgage default

This paper studies the impact of housing market cycles on loss given default (LGD). Previous studies have shown that the current loan-to-value ratio (CLTV) is the most important determinant of LGD. This paper estab...

Canada
			: Selected Issues

Canada : Selected Issues »

Volume/Issue: 2009/163

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2009

DOI: http://dx.doi.org/10.5089/9781451807097.002

ISBN: 9781451807097

Keywords: mortgage, real gdp, gdp growth, mortgages, residential mortgage

This Selected Issues paper on Canada examines economic development and policies. Capital ratios before the crisis have been a key determinant of bank performance during the turmoil; and Canadian banks had ample cap...

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...