We estimate a dynamic model of mortgage default for a cohort of Colombian debtors between 1997 and 2004. We use the … estimated model to study the efects on default of a class of policies that afected the evolution of mortgage balances in …

evaluation process. In this study, a new proposal of model was improved to evaluate the customers which demand for mortgage. For …

a mortgage cohort remembers the level of the previous mortgage rate troughs experienced by the cohort. This is a general … prepayment of a cohort is a dynamic self-selection process that evolves by itself according to the encountered mortgage rate …

which is between the house price cycles before the time of mortgage origination and LGD. The empirical analysis is based on … a large loan-level sub-prime residential mortgage loss dataset from 1998 to 2009. Results show that house price history …

Using detailed information on lobbying and mortgage lending activities, we find that lenders lobbying more on issues … related to mortgage lending (i) had higher loan-to-income ratios, (ii) securitized more intensively, and (iii) had faster … issues unrelated to mortgage lending, (ii) a difference-in-difference approach based on state-level laws, and (iii …

An explanation of the Great Depression based on mortgage debt via the banking channel has been downplayed due to the … conservatism of mortgage contracts at the time. Indeed, maturities were particularly short compared to today's average terms … a newly-compiled dataset from 1934, this paper uncovers the darker side of 1920s U.S. mortgage lending: the so …

. Three common land tenure contracts in this region are fixed rental, sharecropping, and mortgage. Sharecropping and mortgage …