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Systematic credit risk in securitised mortgage portfolios

Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: Journal of banking & finance 122 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012659310

What broker charges reveal about subprime mortgage credit risk

Berndt, Antje; Hollifield, Burton; Sandås, Patrik - In: The journal of real estate finance and economics 63 (2021) 2, pp. 280-326

Persistent link: https://www.econbiz.de/10012617483

Introduction of Credit Scores and Subprime Lending in Minority Neighborhoods

Jakucionyte, Egle; Singh, Swapnil - 2021

scores by the Government Sponsored Enterprises (GSEs) in mortgage underwriting to answer this question. The use of credit …

Persistent link: https://www.econbiz.de/10013215740

On the Modeling of Prepayments for Variable Rate Institutional Loans - Ascertaining the Inference of Bank Internal Default Probabilities on Subsequent Prepayments

Horovitz, Andre - 2021

This paper aims to evaluate an inference of bank internal PDs (Default Probabilities) on subsequent prepayments of variable rate institutional loans. Since variable rate loans hardly present an economic motivation for early prepayments in that they would not o er a cheaper re nancing...

Persistent link: https://www.econbiz.de/10013214771

The effects of mortgage credit availability : evidence from minimum credit score lending rules

Laufer, Steven; Paciorek, Andrew - In: American economic journal 14 (2022) 1, pp. 240-276

Persistent link: https://www.econbiz.de/10012888160

Mortgage Credit Ratings and the Financial Crisis : The Need for a State-Run Mortgage Security Credit Rating Agency

Gudzowski, Milosz - 2010

causing the financial crisis as the major credit rating agencies (CRAs). CRAs gave mortgage backed securities (MBSs) inflated …

Persistent link: https://www.econbiz.de/10013147456

Borrower Misreporting and Loan Performance

Garmaise, Mark J. - 2013

Borrower misreporting is associated with seriously adverse loan outcomes. Significantly more residential mortgage …

Persistent link: https://www.econbiz.de/10013077774

Default analysis in mortgage risk with conventional and deep machine learning focusing on 2008-2009

Ojha, Vikram; Lee, JeongHoe - In: Digital finance : smart data analytics, investment … 3 (2021) 3/4, pp. 249-271

Persistent link: https://www.econbiz.de/10012697966

Home price appreciation and residential lending standards

Li, Yongjia; Tahsin, Salman - In: Journal of economics & business 114 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012807046

Emergence of subprime lending in minority neighborhoods

Jakučionytė, Eglė; Singh, Swapnil - 2021

Persistent link: https://www.econbiz.de/10012792746