Subprime mortgage design
Abstract
This paper offers evidence on the design of subprime mortgages as bridge-financing products. We show that the viability of subprime mortgages was uniquely predicated on the appreciation of house prices over short horizons. High rates of early prepayments on subprime mortgages suggest the use of prepayments as an exit option. This paper argues that high early defaults on post-2004 originations can be explained when one considers high early prepayment rates for pre-2004 originations.Download Info
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Bibliographic Info
Article provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 36 (2012)
Issue (Month): 5 ()
Pages: 1503-1519
Contact details of provider:
Web page: http://www.elsevier.com/locate/jbf
Related research
Keywords: Mortgage design; Subprime; Refinance; Prepayment;Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D86 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Economics of Contract Law
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Andreas Fuster & Paul S. Willen, 2012.
"Payment size, negative equity, and mortgage default,"
Public Policy Discussion Paper
12-10, Federal Reserve Bank of Boston.
- Andreas Fuster & Paul S. Willen, 2012. "Payment size, negative equity, and mortgage default," Staff Reports 582, Federal Reserve Bank of New York.
- Breck Robinson, 2012. "The performance of non-owner-occupied mortgages during the housing crisis," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 111-138.
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