Results 21 to 30 of about 10,959 (205)
The supreme subprime myth: the role of bad loans in the 2007-2009 financial crisis
PSL Quarterly Review, 2012 Using simulations, we show that the probability of default and losses given default of subprime mortgage loans are small in comparison to their interest rates. The implication is that these loans are profitable for risk neutral efficient banks.
Alberto Niccoli, Francesco Marchionne
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Conway's Subprime Fibonacci Sequences [PDF]
Mathematics Magazine, 2014 18 pages, 5 ...
Guy, Richard K. +2 more
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Revue de la Régulation, 2009 This article presents Minsky’s Financial Instability Hypothesis (FIH) and tries to demonstrate its relevance in the explanation of the current financial crisis.
Samba Diop
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European Financial Management, 2008 AbstractUnderstanding the ongoing credit crisis or panic requires understanding the designs of a number of interlinked securities, special purpose vehicles, and derivatives, all related to subprime mortgages. I describe the relevant securities, derivatives, and vehicles to show: (1) how the chain of interlinked securities was sensitive to house prices;
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Subprimes, signaux faibles et véridiction
Communication, 2018 The 2007 subprime mortgage crisis in the United began with a real estate crisis sparked by widespread defaulting on subprime mortgage loans. The author studies a key event from the initial stages of the crisis that took place in a “normal” economic ...
Christelle de Oliveira-Verger
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Physica A: Statistical Mechanics and its Applications, 2019 This study assesses the effects of the US financial and the Eurozone debt crises on a large set of frontier stock markets. Detrended Cross Correlation Analysis (DCCA) and Detrended Moving Cross Correlation Analysis (DMCA) are employed to investigate ...
Wahbeeah Mohti +3 more
semanticscholar +1 more source
Engineering climate debt: temperature overshoot and peak-shaving as risky subprime mortgage lending
Climate Policy, 2019 Despite the ambitious temperature goal of the 2015 Paris Agreement, the pace of reducing global CO2 emissions remains sluggish. This creates conditions in which the idea of temperature ‘overshoot and peak-shaving’ is emerging as a possible strategy to ...
Shinichiro Asayama, M. Hulme
semanticscholar +1 more source
Subprime mortgage crisis in the United States in 2007–2008: causes and consequences (part II)
Ekonomika, 2015 This is the second part of the qualitative and quantitative research on the subprime mortgage crisis in the United States in 2007–2008. The main purpose of this research is to determine the factors and how they contributed to the subprime mortgage crisis,
Vaidotas Pajarskas, Aldona Jočienė
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Credit Intermediation As an Element of Systemic Risk of the Banking Sector. The Case of Poland in 2006–2016 [PDF]
Problemy Zarządzania, 2018 One of the financial security priorities of the economy is to ensure the stability and credibility of the banking sector. The complexity of the banking sector and the multifacetedness of its structure of operations mean that there are still areas that ...
dr Jarosław Klepacki
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Cross-Regional Connectedness in the United States’ Housing Market [PDF]
E3S Web of Conferences, 2021 The interconnectedness of markets is a useful measure of risk and therefore an indicator of economic stability. In this paper, the interconnectedness among housing markets in different metropolitan areas was analyzed.
Yin Wen
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