How on earth did Spanish banking sell the housing stock?

The accumulation of properties by Spanish banks during the crisis of the first decade of the 21st century has definitely changed the housing market. An optimal house price valuation is useful to determine the bank’s actual financial situation. Furthermore, properties valued according to the market c...

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Detalles Bibliográficos
Autores: Torres-Pruñonosa, Jose, García Estévez, Pablo, Raya, Josep Maria, Prado-Roman, Camilo
Tipo de recurso: artículo
Fecha de publicación:2022
País:España
Institución:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:recercat.cat:20.500.12367/2223
Acceso en línea:https://hdl.handle.net/20.500.12367/2223
Access Level:acceso abierto
Palabra clave:Artificial neural networks
Hedonic prices
Banking
Real estates
Housing
Spain
Descripción
Sumario:The accumulation of properties by Spanish banks during the crisis of the first decade of the 21st century has definitely changed the housing market. An optimal house price valuation is useful to determine the bank’s actual financial situation. Furthermore, properties valued according to the market can be sold in a shorter span of time and at a better price. Using a sample of 24,781 properties and a simulation exercise, we aim to identify the decision criteria that Spanish banking used to decide which properties were going to be sold and at what price. The results of the comparison among four methods used to value real estate—artificial neural networks, semi log regressions, a combined model by means of weighted least squares regression, and quantile regressions—and the actual situation suggest that banking aimed to maximize the reversal of impairment losses, although this would mean capital losses, selling less properties, and decreasing their revenues [...].