The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market
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- Kelly, Robert & O’Malley, Terence, 2016. "The good, the bad and the impaired: A credit risk model of the Irish mortgage market," Journal of Financial Stability, Elsevier, vol. 22(C), pages 1-9.
References listed on IDEAS
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More about this item
KeywordsProbability of Default; Mortgages; Irish Banking System;
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2011-12-13 (Banking)
- NEP-RMG-2011-12-13 (Risk Management)
- NEP-URE-2011-12-13 (Urban & Real Estate Economics)
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