In this project, we investigate mortgages under distress. Using bank-level loan data from Ireland, we describe mortgage holders that are most likely to engage via a Standard Financial Statement (SFS) as part of the Mortgage Arrears Resolution Process (MARP). For this, we use state-of-the-art machine learning tools. Finally, we tune a machine learning model to predict the probability of distress for a given loan.
- Seminar Day, Central Bank of Ireland (2022)
- Economics Research Seminar, Central Bank of Ireland (2023)