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Adjustable-rate mortgages in the era of global reflation: How to model additional default risk?
We investigate the problem of interest rate risk transforming into default risk of adjustable-rate mortgage loans in the EU. Bank regulation is strikingly not neutral in this aspect, it explicitly favors short-duration adjustable-rate loans over long-duration fixed-rate loans in the framework of the...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9048703/ https://www.ncbi.nlm.nih.gov/pubmed/35312687 http://dx.doi.org/10.1371/journal.pone.0263599 |