[PDF][PDF] Determinants of Recent CRE Delinquency: Implications for the Banking Sector.”

DP Glancy, R Kurtzman - Board of Governors of the Federal …, 2024 - davidglancy.github.io
Rising interest rates and structural shifts in the demand for space have strained CRE
markets and prompted concern about contagion to the largest CRE debt holder: banks. We …

Determinants of Recent CRE Distress: Implications for the Banking Sector

D Glancy, RJ Kurtzman - 2024 - papers.ssrn.com
Rising interest rates and structural shifts in the demand for space have strained CRE
markets and prompted concern about contagion to the largest CRE debt holder: banks. We …

[PDF][PDF] Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-backed Securities

T Fetzer, B Guin, F Netto, F Saidi - 2024 - felipesnetto.github.io
This paper uncovers if and how insurance companies react to shocks to collateral in their
portfolio of securitized assets. We address this question in the context of commercial real …

[HTML][HTML] A Stress Test of Bank Commercial Real Estate Loans: What Can the 1980s Tell Us About Risks to Banks Today?

P Sharma, B Laliberte - kansascityfed.org
The commercial real estate (CRE) sector shifted significantly after the COVID-19 pandemic,
as more remote work led to increased office vacancies. If higher office vacancy rates persist …