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Residential mortgage default

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  • Ronel Elul
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    Abstract

    In “Residential Mortgage Default,” Ronel Elul discusses the models that economists have developed to help us understand the default risk inherent in home mortgages and how default risk and house prices are related. He also applies these models to show how falling house prices would affect mortgage default rates today and explores the impact that rising default rates would have on financial institutions and other participants in the mortgage market. ; Also issued as Payment Cards Center Discussion Paper No. 06-10

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    File URL: http://www.philadelphiafed.org/research-and-data/publications/business-review/2006/q3/br_q3-2006-3_residential_mortgage.pdf
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    Bibliographic Info

    Article provided by Federal Reserve Bank of Philadelphia in its journal Business Review.

    Volume (Year): (2006)
    Issue (Month): Q3 ()
    Pages: 21-30

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    Handle: RePEc:fip:fedpbr:y:2006:i:q3:p:21-30

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    Related research

    Keywords: Mortgages;

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    Cited by:
    1. Haughwout, Andrew & Peach, Richard & Tracy, Joseph, 2008. "Juvenile delinquent mortgages: Bad credit or bad economy?," Journal of Urban Economics, Elsevier, vol. 64(2), pages 246-257, September.
    2. Wilson Sy, 2007. "A Causal Framework for Credit Default Theory," Research Paper Series 204, Quantitative Finance Research Centre, University of Technology, Sydney.

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