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The risk of households mortgages in Italy: evidences from one million contracts

Author

Listed:
  • Emilia Bonaccorsi di Patti

    (Banca d’Italia)

  • Roberto Felici

    (Banca d’Italia)

Abstract

The analysis of the data sample of 1 million mortgages granted between 2004 and 2007 shows that variable rate contracts have been, on average, more risky; late payments have been more frequent for borrowers who are younger, resident in the Southern Italy or immigrants from non-Eu countries; securitized mortgages have been slightly less risky than non-securitized ones.

Suggested Citation

  • Emilia Bonaccorsi di Patti & Roberto Felici, 2010. "The risk of households mortgages in Italy: evidences from one million contracts," BANCARIA, Bancaria Editrice, vol. 11, pages 36-47, November.
    • Handle: RePEc:ban:bancar:v:11:y:2010:m:november:p:36-47
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    File URL: http://www.bancariaeditrice.it/prodotti/vedi/prodotto/id/2418/bancaria-n-12-2010
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    More about this item

    Keywords

    mutui alle famiglie; sofferenze; curve di mortalità;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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