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Factors Driving Demand and Default Risk in Residential Housing Loans: Indian Evidence

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Author Info
Bandyopadhyay, Arindam
Saha, Asish

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Abstract

This paper empirically examines the functional role of various micro and macro economic as well as situational factors that determine residential housing demand and risk of borrower default. Using 13,487 housing loan account sanctioned from 1993-2007) data from Housing Finance Institutions (HFIs) in India, we investigate the crucial factors that drive demand for housing and its correlation with borrower characteristics. Next, we examine housing loan defaults and the major causative factors of the same. Our empirical results suggest that borrower defaults on housing loan payments is mainly driven by change in market value of the property vis-à-vis the loan amount and EMI to income ratio. A 10 percent decrease in the market value of the property vis-à-vis the loan amount raises the odds of default by 1.55 percent. Similarly, a 10 percent increase in EMI to income ratio raises the delinquency chance by 4.50 percent. However, one cannot ignore borrower characteristicslike marital status, employment situation, regional locations, city locations, age profile and house preference which otherwise may inhibit lender to properly assess credit risk in home loan business as our results show that these parameters also act as default triggers.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 14352.

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Date of creation: 02 Feb 2009
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Handle: RePEc:pra:mprapa:14352

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Related research
Keywords: Housing Demand; Risk Management; Financial Institutions and Banks;

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Find related papers by JEL classification:
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure
E6 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
R21 - Urban, Rural, and Regional Economics - - Household Analysis - - - Housing Demand
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

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  1. Yongheng Deng & John M. Quigley & Robert Van Order, 1995. "Mortgage Default and Low Downpayment Loans: The Costs of Public Subsidy," NBER Working Papers 5184, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  2. Epple, Dennis, 1987. "Hedonic Prices and Implicit Markets: Estimating Demand and Supply Functions for Differentiated Products," Journal of Political Economy, University of Chicago Press, vol. 95(1), pages 59-80, February. [Downloadable!] (restricted)
  3. Patrick Bajari & Matthew E. Kahn, 2003. "Estimating Housing Demand with an Application to Explaining Racial Segregation in Cities," NBER Working Papers 9891, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. George M. Furstenberg & R. Jeffrey Green, 1974. "Estimation of Delinquency Risk for Home Mortgage Portfolios," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 2(1), pages 5-19. [Downloadable!] (restricted)
  5. James N. Brown & Harvey S. Rosen, 1982. "On the Estimation of Structural Hedonic Price Models," NBER Technical Working Papers 0018, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  6. Bartik, Timothy J, 1987. "Estimating Hedonic Demand Parameters with Single Market Data: The Problems Caused by Unobserved Tastes," The Review of Economics and Statistics, MIT Press, vol. 69(1), pages 178-80, February. [Downloadable!] (restricted)
  7. Luci Ellis, 2008. "The housing meltdown: Why did it happen in the United States?," BIS Working Papers 259, Bank for International Settlements. [Downloadable!]
  8. Paul S. Calem & Susan M. Wachter, 1999. "Community Reinvestment and Credit Risk: Evidence from an Affordable-Home-Loan Program," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 27(1), pages 105-134. [Downloadable!] (restricted)
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This page was last updated on 2009-11-25.


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