Terry O'Malley
Personal Details
First Name: | Terry |
Middle Name: | |
Last Name: | O'Malley |
Suffix: | |
RePEc Short-ID: | pom34 |
| |
Affiliation
Central Bank of Ireland
Dublin, Irelandhttps://www.centralbank.ie/
RePEc:edi:cbigvie (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- O'Malley, Terry, 2018. "Did the Dunne Judgment Lead to More Mortgage Defaults?," Economic Letters 1/EL/18, Central Bank of Ireland.
- O'Malley, Terry, 2018. "The Impact of Repossession Risk on Mortgage Default," Research Technical Papers 1/RT/18, Central Bank of Ireland.
- Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
- Kelly, Robert & O'Malley, Terry & O'Toole, Conor, 2014. "Do first time buyers default less? Implications for macro-prudential policy," Economic Letters 14/EL/14, Central Bank of Ireland.
- Hallissey, Niamh & Kelly, Robert & O'Malley, Terry, 2014. "Macro-prudential Tools and Credit Risk of Property Lending at Irish banks," Economic Letters 10/EL/14, Central Bank of Ireland.
- Kelly, Robert & O'Malley, Terence, 2014. "A Transitions-Based Model of Default for Irish Mortgages," Research Technical Papers 17/RT/14, Central Bank of Ireland.
Articles
- Downey, Claire & Lyons, Paul & O'Malley, Terry, 2017. "Monitoring Ireland’s Payments using TARGET2," Quarterly Bulletin Articles, Central Bank of Ireland, pages 81-95, April.
- 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.
- Kelly, Robert, 2011. "The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market," Research Technical Papers 13/RT/11, Central Bank of Ireland.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- O'Malley, Terry, 2018.
"The Impact of Repossession Risk on Mortgage Default,"
Research Technical Papers
1/RT/18, Central Bank of Ireland.
Cited by:
- Terry O'Malley, 2021. "The Impact of Repossession Risk on Mortgage Default," Journal of Finance, American Finance Association, vol. 76(2), pages 623-650, April.
- Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015.
"Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?,"
Research Technical Papers
02/RT/15, Central Bank of Ireland.
Cited by:
- Mokas, Dimitris & Giuliodori, Massimo, 2023. "Effects of LTV announcements in EU economies," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Lydon, Reamonn & McCann, Fergal, 2017. "The income distribution and the Irish mortgage market," Economic Letters 05/EL/17, Central Bank of Ireland.
- International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Macroprudential Policy Framework," IMF Staff Country Reports 2016/316, International Monetary Fund.
- Kelly, Robert & McCann, Fergal, 2015. "Households in long-term mortgage arrears:lessons from economic research," Economic Letters 11/EL/15, Central Bank of Ireland.
- Andrew Linn & Ronan C. Lyons, 2020.
"Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default,"
The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 549-575, November.
- Linn, Andrew & Lyons, Ronan, 2019. "Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default," Bank of England working papers 812, Bank of England.
- Gerth, Florian & Temnov, Grigory, 2021. "New Ways of Modeling Loan-to-Income Distributions and their Evolution in Time - A Probability Copula Approach," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 217-236.
- Mark Cassidy & Niamh Hallissey, 2016. "The Introduction of Macroprudential Measures for the Irish Mortgage Market," The Economic and Social Review, Economic and Social Studies, vol. 47(2), pages 271-297.
- Lo Duca, Marco & Hallissey, Niamh & Jurca, Pavol & Kouratzoglou, Charalampos & Lima, Diana & Pirovano, Mara & Prapiestis, Algirdas & Saldías, Martín & Tereanu, Eugen & Bartal, Mehdi & Giedraitė, Edita, 2023. "The more the merrier? Macroprudential instrument interactions and effective policy implementation," Occasional Paper Series 310, European Central Bank.
- Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
- Andrew Linn & Ronan C Lyons, 2018.
"The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default,"
Trinity Economics Papers
tep0718, Trinity College Dublin, Department of Economics.
- Linn, Andrew & Lyons, Ronan, 2019. "Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default," Bank of England working papers 812, Bank of England.
- Keenan, Enda & Kinghan, Christina & McCarthy, Yvonne & O'Toole, Conor, 2016. "Macroprudential Measures and Irish Mortgage Lending: A Review of Recent Data," Economic Letters 03/EL/16, Central Bank of Ireland.
- Tarne, Ruben & Bezemer, Dirk & Theobald, Thomas, 2022. "The effect of borrower-specific loan-to-value policies on household debt, wealth inequality and consumption volatility: An agent-based analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Kelly, Robert & O'Malley, Terry & O'Toole, Conor, 2014.
"Do first time buyers default less? Implications for macro-prudential policy,"
Economic Letters
14/EL/14, Central Bank of Ireland.
Cited by:
- Kelly, Robert & McCann, Fergal, 2015.
"Some defaults are deeper than others: Understanding long-term mortgage arrears,"
Research Technical Papers
05/RT/15, Central Bank of Ireland.
- Kelly, Robert & McCann, Fergal, 2016. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 15-27.
- Kelly, Robert & McCann, Fergal, 2015.
"Some defaults are deeper than others: Understanding long-term mortgage arrears,"
Research Technical Papers
05/RT/15, Central Bank of Ireland.
- Hallissey, Niamh & Kelly, Robert & O'Malley, Terry, 2014.
"Macro-prudential Tools and Credit Risk of Property Lending at Irish banks,"
Economic Letters
10/EL/14, Central Bank of Ireland.
Cited by:
- International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Macroprudential Policy Framework," IMF Staff Country Reports 2016/316, International Monetary Fund.
- Douglas Kiarelly Godoy de Araujo & João Barata R B Barroso & Rodrigo Barbone Gonzalez, 2017.
"Loan-to-value policy and housing finance: effects on constrained borrowers,"
BIS Working Papers
673, Bank for International Settlements.
- de Araujo, Douglas Kiarelly Godoy & Barroso, Joao Barata Ribeiro Blanco & Gonzalez, Rodrigo Barbone, 2020. "Loan-to-value policy and housing finance: Effects on constrained borrowers," Journal of Financial Intermediation, Elsevier, vol. 42(C).
- Norring, Anni, 2022. "Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies," BoF Economics Review 1/2022, Bank of Finland.
- Kelly, Robert & O'Malley, Terry & O'Toole, Conor, 2014. "Do first time buyers default less? Implications for macro-prudential policy," Economic Letters 14/EL/14, Central Bank of Ireland.
- Petr Polak & Lubos Komarek, 2020. "Mortgage loan regulation instruments around the world," Occasional Publications - Chapters in Edited Volumes, in: CNB Global Economic Outlook - July 2020, pages 13-19, Czech National Bank.
- Gross, Marco & Población García, Francisco Javier, 2016. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Working Paper Series 1881, European Central Bank.
- Kelly, Robert & O'Malley, Terence, 2014. "A Transitions-Based Model of Default for Irish Mortgages," Research Technical Papers 17/RT/14, Central Bank of Ireland.
- Kelly, Robert, 2011.
"The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market,"
Research Technical Papers
13/RT/11, Central Bank of Ireland.
- 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.
- Douglas Kiarelly Godoy de Araujo & João Barata Ribeiro Blanco Barroso & Rodrigo Barbone Gonzalez, 2016. "Loan-To-Value Policy and Housing Loans: effects on constrained borrowers," Working Papers Series 445, Central Bank of Brazil, Research Department.
- Dimitrios Laliotis & Alejandro Buesa & Miha Leber & Javier Población, 2020.
"An agent-based model for the assessment of LTV caps,"
Quantitative Finance, Taylor & Francis Journals, vol. 20(10), pages 1721-1748, October.
- Laliotis, Dimitrios & Buesa, Alejandro & Leber, Miha & Población García, Francisco Javier, 2019. "An agent-based model for the assessment of LTV caps," Working Paper Series 2294, European Central Bank.
- Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
- Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
- Kelly, Robert & Lyons, Paul & O'Toole, Conor, 2015. "Mortgage Interest Rate Types in Ireland," Economic Letters 09/EL/15, Central Bank of Ireland.
- Adhikari, Tamanna, 2022. "Inflation and mortgage repayments: the household expenditure channel," Financial Stability Notes 6/FS/22, Central Bank of Ireland.
- Keenan, Enda & Kinghan, Christina & McCarthy, Yvonne & O'Toole, Conor, 2016. "Macroprudential Measures and Irish Mortgage Lending: A Review of Recent Data," Economic Letters 03/EL/16, Central Bank of Ireland.
- Bofinger, Peter & Schnabel, Isabel & Feld, Lars P. & Schmidt, Christoph M. & Wieland, Volker, 2015. "Zukunftsfähigkeit in den Mittelpunkt. Jahresgutachten 2015/16 [Focus on Future Viability. Annual Report 2015/16]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201516.
- Alin-Marius Andries & Florentina Melnic & Simona Nistor, 2018. "Effects of Macroprudential Policy on Systemic Risk and Bank Risk Taking," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(3), pages 202-244, July.
- Cussen, Mary & O'Brien, Martin & Onorante, Luca & O'Reilly, Gerard, 2015. "Assessing the impact of macroprudential measures," Economic Letters 03/EL/15, Central Bank of Ireland.
- International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Nonbank Sector Stability Analyses," IMF Staff Country Reports 2016/317, International Monetary Fund.
- Kelly, Robert & O'Malley, Terence, 2014.
"A Transitions-Based Model of Default for Irish Mortgages,"
Research Technical Papers
17/RT/14, Central Bank of Ireland.
Cited by:
- Gaffney, Edward & Kelly, Robert & McCann, Fergal & Lyons, Paul, 2014. "Loan loss forecasting: a methodological overview," Economic Letters 13/EL/14, Central Bank of Ireland.
- Tsiropoulos, Vasilis, 2018. "A Vulnerability Analysis for Mortgaged Irish Households," Financial Stability Notes 2/FS/18, Central Bank of Ireland.
- Armstrong, Jed & Skilling, Hayden & Yao, Fang, 2019. "Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand," Journal of Housing Economics, Elsevier, vol. 44(C), pages 88-98.
- Kelly, Robert & McCann, Fergal, 2015. "Households in long-term mortgage arrears:lessons from economic research," Economic Letters 11/EL/15, Central Bank of Ireland.
- Jed Armstrong & Hayden Skilling & Fang Yao, 2018. "Loan-to-Value Ratio Restrictions and House Prices," Reserve Bank of New Zealand Discussion Paper Series DP2018/05, Reserve Bank of New Zealand.
- Andrew Linn & Ronan C. Lyons, 2020.
"Three Triggers? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default,"
The Journal of Real Estate Finance and Economics, Springer, vol. 61(4), pages 549-575, November.
- Linn, Andrew & Lyons, Ronan, 2019. "Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default," Bank of England working papers 812, Bank of England.
- Kutu Adebayo Augustine & Ngalawa Harold, 2017. "Monetary Policy and Industrial Output in the BRICS Countries: A Markov-Switching Model," Folia Oeconomica Stetinensia, Sciendo, vol. 17(2), pages 35-55, December.
- Andrew Linn & Ronan C Lyons, 2018.
"The Triple Trigger? Negative Equity, Income Shocks and Institutions as Determinants of Mortgage Default,"
Trinity Economics Papers
tep0718, Trinity College Dublin, Department of Economics.
- Linn, Andrew & Lyons, Ronan, 2019. "Three triggers? Negative equity, income shocks and institutions as determinants of mortgage default," Bank of England working papers 812, Bank of England.
Articles
- 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.
- Kelly, Robert, 2011. "The Good, The Bad and The Impaired - A Credit Risk Model of the Irish Mortgage Market," Research Technical Papers 13/RT/11, Central Bank of Ireland.
Cited by:
- Thorvardur Tjörvi Ólafsson & Karen Á. Vignisdóttir, 2012. "Households’ position in the financial crisis in Iceland. Analysis based on a nationwide household-level database," Economics wp59, Department of Economics, Central bank of Iceland.
- Rory McElligott & Martin O'Brien, 2014. "The evolution of loan level data in Ireland," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Porto Workshop on "Integrated management of micro-databases", volume 37, pages 18-23, Bank for International Settlements.
- Kelly, Jane & Le Blanc, Julia & Lydon, Reamonn, 2018.
"Pockets of risk in European Housing Markets: then and now,"
Research Technical Papers
12/RT/18, Central Bank of Ireland.
- Kelly, Jane & Le Blanc, Julia & Lydon, Reamonn, 2019. "Pockets of risk in European housing markets: then and now," Working Paper Series 2277, European Central Bank.
- Kelly, Jane & Le Blanc, Julia & Lydon, Reamonn, 2019. "Pockets of risk in European housing markets: then and now," ESRB Working Paper Series 87, European Systemic Risk Board.
- Kelly, Robert & O'Toole, Conor, 2016. "Lending Conditions and Loan Default: What Can We Learn From UK Buy-to-Let Loans?," Research Technical Papers 04/RT/16, Central Bank of Ireland.
- Lawless, Martina & McCann, Fergal, 2012.
"Determinants of default: Evidence from a sector-level panel of Irish SME loans,"
Research Technical Papers
03/RT/12, Central Bank of Ireland.
- Martina Lawless & Fergal McCann, 2013. "Determinants of Default: Evidence from a Sector-level Panel of Irish SME Loans," The Economic and Social Review, Economic and Social Studies, vol. 44(4), pages 473-488.
- Slaymaker, Rachel & O'Toole, Conor & McQuinn, Kieran & Fahy, Mike, 2018. "Monetary policy normalisation and mortgage arrears in a recovering economy: The case of the Irish residential market," Papers WP613, Economic and Social Research Institute (ESRI).
- McCann, Fergal & McIndoe-Calder, Tara, 2012. "Determinants of SME Loan Default: The Importance of Borrower-Level Heterogeneity," Research Technical Papers 06/RT/12, Central Bank of Ireland.
- Kelly, Robert & McCann, Fergal, 2015.
"Some defaults are deeper than others: Understanding long-term mortgage arrears,"
Research Technical Papers
05/RT/15, Central Bank of Ireland.
- Kelly, Robert & McCann, Fergal, 2016. "Some defaults are deeper than others: Understanding long-term mortgage arrears," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 15-27.
- Morell, Joe & Rice, Jonathan & Shaw, Frances, 2022. "A Framework for Macroprudential Stress Testing," Research Technical Papers 7/RT/22, Central Bank of Ireland.
- O'Toole, Conor & Slaymaker, Rachel, 2020. "Review of the Rebuilding Ireland Home Loan scheme," Research Series, Economic and Social Research Institute (ESRI), number RS104.
- Rebecca Williams, 2017. "Business cycle review: 2008 to present day," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 80, pages 1-22, March.
- Tsiropoulos, Vasilis, 2018. "A Vulnerability Analysis for Mortgaged Irish Households," Financial Stability Notes 2/FS/18, Central Bank of Ireland.
- Richard Chamboko & Jorge M. Bravo, 2016. "On the modelling of prognosis from delinquency to normal performance on retail consumer loans," Risk Management, Palgrave Macmillan, vol. 18(4), pages 264-287, December.
- McCann, Fergal, 2014. "Modelling default transitions in the UK mortgage market," Research Technical Papers 18/RT/14, Central Bank of Ireland.
- Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2018.
"Countercyclical capital regulation in a small open economy DSGE model,"
Working Paper Series
2144, European Central Bank.
- Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2017. "Countercyclical Capital Regulation in a Small Open Economy DSGE Model," Research Technical Papers 03/RT/17, Central Bank of Ireland.
- Lozej, Matija & Onorante, Luca & Rannenberg, Ansgar, 2023. "Countercyclical capital regulation in a small open economy DSGE model," Macroeconomic Dynamics, Cambridge University Press, vol. 27(5), pages 1230-1267, July.
- Luca Onorante & Matija Lozej & Ansgar Rannenberg, 2017. "Countercyclical capital regulation in a small open economy DSGE model," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46, Bank for International Settlements.
- Byrne, David & Kelly, Robert & O'Toole, Conor, 2017.
"How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market,"
Research Technical Papers
04/RT/17, Central Bank of Ireland.
- David Byrne & Robert Kelly & Conor O'Toole, 2022. "How Does Monetary Policy Pass‐Through Affect Mortgage Default? Evidence from the Irish Mortgage Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2081-2101, October.
- Pedersen, Michael, 2018. "Credit risk and monetary pass-through—Evidence from Chile," Journal of Financial Stability, Elsevier, vol. 36(C), pages 144-158.
- Donnery, Sharon & Fitzpatrick, Trevor & Greaney, Darren & McCann, Fergal & O'Keeffe, Micheal, 2018. "Resolving Non-Performing Loans in Ireland: 2010-2018," Quarterly Bulletin Articles, Central Bank of Ireland, pages 54-70, April.
- Gaffney, Edward & Kelly, Robert & McCann, Fergal, 2014. "A transitions-based framework for estimating expected credit losses," Research Technical Papers 16/RT/14, Central Bank of Ireland.
- Merike Kukk, 2023. "What are the triggers for arrears on debt over a business cycle? Evidence from panel data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2811-2833, July.
- Hallissey, Niamh & Kelly, Robert & O'Malley, Terry, 2014. "Macro-prudential Tools and Credit Risk of Property Lending at Irish banks," Economic Letters 10/EL/14, Central Bank of Ireland.
- Lydon, Reamonn, 2013. "Do households with debt problems spend less?," Economic Letters 02/EL/13, Central Bank of Ireland.
- McCann, Fergal, 2018.
"Resolving a Non-Performing Loan crisis: the ongoing case of the Irish mortgage market,"
ESRB Working Paper Series
71, European Systemic Risk Board.
- McCann, Fergal, 2017. "Resolving a Non-Performing Loan crisis: The ongoing case of the Irish mortgage market," Research Technical Papers 10/RT/17, Central Bank of Ireland.
- McCann, Fergal & Ryan, Ellen, 2016. "Originating Loan to Value ratios and the resilience of mortgage portfolios," Economic Letters 10/EL/16, Central Bank of Ireland.
- Michael Pedersen, 2016. "Pass-Through, Expectations, and Risks. What Affects Chilean Banks’ Interest Rates?," Working Papers Central Bank of Chile 780, Central Bank of Chile.
- Lydon, Reamonn & McCarthy, Yvonne, 2011.
"What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears,"
Research Technical Papers
14/RT/11, Central Bank of Ireland.
- Reamonn Lyndon & Yvonne McCarthy, 2013. "What Lies Beneath? Understanding Recent Trends in Irish Mortgage Arrears," The Economic and Social Review, Economic and Social Studies, vol. 44(1), pages 117-150.
- Gaffney, Edward & McCann, Fergal, 2019. "The cyclicality in SICR: mortgage modelling under IFRS 9," ESRB Working Paper Series 92, European Systemic Risk Board.
- McGuinness, Anne, 2011. "The Distribution of Property Level Mortgage Arrears," Economic Letters 06/EL/11, Central Bank of Ireland.
- González, Marta Ramos & Ureña, Antonio Partal & Fernández-Aguado, Pilar Gómez, 2023. "Forecasting for regulatory credit loss derived from the COVID-19 pandemic: A machine learning approach," Research in International Business and Finance, Elsevier, vol. 64(C).
- Joyce, John & McCann, Fergal, 2016. "Model-based estimates of the resilience of mortgages at origination," Economic Letters 09/EL/16, Central Bank of Ireland.
- O’Toole, Conor & Slaymaker, Rachel, 2021.
"Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods,"
Journal of Banking & Finance, Elsevier, vol. 133(C).
- O'Toole, Conor & Slaymaker, Rachel, 2020. "Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods," Papers WP652, Economic and Social Research Institute (ESRI).
- Kelly, Jane & Mazza, Elena, 2019. "Mortgage Repayment Affordability across the Income Distribution," Financial Stability Notes 15/FS/19, Central Bank of Ireland.
- Dimitrios Laliotis & Alejandro Buesa & Miha Leber & Javier Población, 2020.
"An agent-based model for the assessment of LTV caps,"
Quantitative Finance, Taylor & Francis Journals, vol. 20(10), pages 1721-1748, October.
- Laliotis, Dimitrios & Buesa, Alejandro & Leber, Miha & Población García, Francisco Javier, 2019. "An agent-based model for the assessment of LTV caps," Working Paper Series 2294, European Central Bank.
- Kelly, Robert & O'Malley, Terence & O'Toole, Conor, 2015. "Designing Macro-prudential Policy in Mortgage Lending: Do First Time Buyers Default Less?," Research Technical Papers 02/RT/15, Central Bank of Ireland.
- Richard Chamboko & Jorge Miguel Bravo, 2020. "A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes," Risks, MDPI, vol. 8(2), pages 1-29, June.
- Calabrese, Raffaella & Crook, Jonathan, 2020. "Spatial contagion in mortgage defaults: A spatial dynamic survival model with time and space varying coefficients," European Journal of Operational Research, Elsevier, vol. 287(2), pages 749-761.
- Arno Botha & Conrad Beyers & Pieter de Villiers, 2019. "A procedure for loss-optimising default definitions across simulated credit risk scenarios," Papers 1907.12615, arXiv.org, revised Feb 2021.
- Robert Kelly & Kieran McQuinn, 2014. "On the Hook for Impaired Bank Lending: Do Sovereign-Bank Interlinkages Affect the Net Cost of a Fiscal Stimulus?," International Journal of Central Banking, International Journal of Central Banking, vol. 10(3), pages 95-128, September.
- Arno Botha & Conrad Beyers & Pieter de Villiers, 2020. "Simulation-based optimisation of the timing of loan recovery across different portfolios," Papers 2009.11064, arXiv.org, revised Apr 2021.
- Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
- Mark Cassidy & Niamh Hallissey, 2016. "The Introduction of Macroprudential Measures for the Irish Mortgage Market," The Economic and Social Review, Economic and Social Studies, vol. 47(2), pages 271-297.
- Kelly, Jane & Kennedy, Gerard & McIndoe-Calder, Tara, 2014. "Interest-only mortgages in Ireland," Economic Letters 05/EL/14, Central Bank of Ireland.
- Richard Waldron & Declan Redmond, 2016. "Stress in Suburbia: Counting the Costs of Ireland's Property Crash and Mortgage Arrears Crisis," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 107(4), pages 484-501, September.
- Arno Botha & Conrad Beyers & Pieter de Villiers, 2020. "The loss optimisation of loan recovery decision times using forecast cash flows," Papers 2010.05601, arXiv.org.
- Kelly, Robert & O’Toole, Conor, 2018. "Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets," Journal of Financial Stability, Elsevier, vol. 36(C), pages 322-335.
- Bocchio, Cecilia & Crook, Jonathan & Andreeva, Galina, 2023. "The impact of macroeconomic scenarios on recurrent delinquency: A stress testing framework of multi-state models for mortgages," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1655-1677.
- Kelly, Robert & McQuinn, Kieran, 2013. "On the hook for impaired bank lending: Do sovereign-bank inter-linkages affect the fiscal multiplier?," Research Technical Papers 01/RT/13, Central Bank of Ireland.
- Caselli, Stefano & Corbetta, Guido & Cucinelli, Doriana & Rossolini, Monica, 2021. "A survival analysis of public guaranteed loans: Does financial intermediary matter?," Journal of Financial Stability, Elsevier, vol. 54(C).
- International Monetary Fund, 2016. "Ireland: Financial Sector Assessment Program: Technical Note-Nonbank Sector Stability Analyses," IMF Staff Country Reports 2016/317, International Monetary Fund.
- Neumann, Tobias, 2018. "Mortgages: estimating default correlation and forecasting default risk," Bank of England working papers 708, Bank of England.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-URE: Urban and Real Estate Economics (5) 2014-11-01 2015-01-03 2015-01-31 2018-03-26 2018-04-09. Author is listed
- NEP-BAN: Banking (3) 2014-11-01 2015-01-31 2015-07-04
- NEP-RMG: Risk Management (3) 2015-01-03 2015-01-31 2015-07-04
- NEP-CBA: Central Banking (1) 2015-07-04
- NEP-MAC: Macroeconomics (1) 2015-07-04
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