Risk-based capital requirements for mortgage loans
By P. Calem, Michael LaCour-Little. 2004
220 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/cc90a35e8fc62bf2024ba277ea3943f4fd12e7da
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In Economics and Econometrics
In Finance
Citations in the corpus
- Asymmetric Information, Adverse Selection, and the Pricing of CMBS (2011, unknown): “Past commercial property market returns: Case and Shiller (1989) and Atteberry and Rutherford (1993) provide empirical evidence that past returns to residential real estate have some predictive power for current returns.”
- Why Do (or Did?) Banks Securitize Their Loans? Evidence from Italy (2010, result): “On the contrary, this result is countered in De Marzo and Duffie (1999), Calem and Lacour-Little (2004), and Ambrose, Lacour-Little and Sanders (2005) according to whom assets of higher quality seem to be sold whereas poorer quality assets tend to remain on bank’s balance sheets.”
- Corporate Credit Risk Modelling and the Macroeconomy (2004, unknown): “Calem and LaCour-Little [ 8 ] estimate a survival time”