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Financial vulnerability of mortgage owners and mortgage lenders

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Author Info
M.C.J. van Rooij

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Abstract

From a macroeconomic point of view, Dutch households are in a basically sound financial position.Nevertheless, at a microeconomic level substantial financial risks may exist. This report presents a profile of the most vulnerable households with special attention to the mortgage debt/house value ratio and the mortgage debt/household income ratio. The affordability of housing costs for households with a mortgage is assessed in the case of an increase in mortgage interest rates, a decline in house prices and a rise in unemployment. The risk that banks and other mortgage lenders may suffer infection of their mortgage portfolios - i.e. that the proceeds from sale of the house are insufficient to repay the mortgage loan - is also discussed.

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Publisher Info
Paper provided by Netherlands Central Bank, Research Department in its series WO Research Memoranda (discontinued) with number 706.

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Date of creation: 2002
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Handle: RePEc:dnb:wormem:706

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Web page: http://www.dnb.nl/en/
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Related research
Keywords: financial vulnerability; payment problems for mortgagors; infection of mortgage portfolio;

Find related papers by JEL classification:
D31 - Microeconomics - - Distribution - - - Personal Income and Wealth Distribution
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
R21 - Urban, Rural, and Regional Economics - - Household Analysis - - - Housing Demand
R31 - Urban, Rural, and Regional Economics - - Production Analysis and Firm Location - - - Housing Supply and Markets

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Cited by:
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  1. Elmer Sterken, 2006. "Competition in the Dutch Mortgage Market," De Economist, Springer, vol. 154(4), pages 587-600, December. [Downloadable!] (restricted)
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This page was last updated on 2009-11-11.


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