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Alessandro Cavalleri

20 November 2024
FINANCIAL STABILITY REVIEW - BOX
Financial Stability Review Issue 2, 2024
Details
Abstract
Understanding the drivers of the current downturn in commercial real estate (CRE) can provide insights into the outlook for the market and potential spillovers to the financial system and wider economy. This box uses a BVAR model to show that monetary policy and adverse CRE demand shocks have been the main factors pushing CRE prices down since the start of 2022. Alongside falling prices, asset write-downs have been the primary driver of the recent sharp drop in the headline profits of real estate firms. Moreover, in many cases real estate firms’ revenue growth has not kept pace with their financing costs, which has potential implications for their repayment capacity.
JEL Code
R30 : Urban, Rural, Regional, Real Estate, and Transportation Economics→Real Estate Markets, Spatial Production Analysis, and Firm Location→General
R33 : Urban, Rural, Regional, Real Estate, and Transportation Economics→Real Estate Markets, Spatial Production Analysis, and Firm Location→Nonagricultural and Nonresidential Real Estate Markets
E52 : Macroeconomics and Monetary Economics→Monetary Policy, Central Banking, and the Supply of Money and Credit→Monetary Policy