The Right Weights for Mortgage Risks

The reliance of modern banking regulation on risk weighting is nowhere more important than in the mortgage market. Yet, though the Basel Committee on Banking Supervision proposed reforms after the 2008 crisis that are aimed at strengthening the financial system, mortgage regulations have changed little.

ABU DHABI – Ever since hunter-gatherers started to build their own dwellings some 14,000 years ago, homeownership has been a mark of high social and economic status. Today, the United States has built a mammoth financial bureaucracy to promote homeownership, and economists, bankers, politicians, and of course homeowners themselves keenly follow house-price indicators. But, as we have recently witnessed, unless mortgage risks are properly calculated, the dream of homeownership can all too easily become an economic nightmare.

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