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Community Reinvestment and Credit Risk: Evidence from an Affordable Home Loan Program

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Author Info
Paul S. Calem
Susan Wachter

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Abstract

This paper examines the performance of home purchase loans originated by a major depository institution in Philadelphia under a flexible lending program between 1988 and 1994. The authors examine long-term delinquency in relation to neighborhood housing market conditions, borrower credit history scores, and other factors.

The authors find that likelihood of delinquency declines with the level of neighborhood housing market activity.

The authors also find that the likelihood of delinquency is greater for borrowers with low credit history scores and those with high ratios of housing expense to income, and when the property is unusually expensive for the neighborhood where it is located.

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Publisher Info
Paper provided by Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania in its series Zell/Lurie Center Working Papers with number 306.

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Date of creation: 01 Apr 1998
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Handle: RePEc:wop:pennzl:306

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  1. M. Cary Collins & Keith D. Harvey & Peter J. Nigro, 2001. "The influence of bureau of scores, customized scores, and judgment review on the bank underwriting decision-making process," Proceedings, Federal Reserve Bank of Chicago, issue Apr, pages 103-120. [Downloadable!]
  2. Jonathan Hershaff & Karl Russo & Susan M. Wachter, 2005. "Subprime lending: neighborhood patterns over time," Proceedings, Federal Reserve Bank of Chicago, issue Apr. [Downloadable!]
  3. Michelle A. Danis & Anthony Pennington-Cross, 2005. "A dynamic look at subprime loan performance," Working Papers 2005-029, Federal Reserve Bank of St. Louis. [Downloadable!]
  4. Bandyopadhyay, Arindam & Saha, Asish, 2009. "Factors Driving Demand and Default Risk in Residential Housing Loans: Indian Evidence," MPRA Paper 14352, University Library of Munich, Germany. [Downloadable!]
  5. Bandyopadhyay, Arindam & Kuvalekar, S V & Basu, Sanjay & Baid, Shilpa & Saha, Asish, 2008. "A Study of Residential Housing Demand in India," MPRA Paper 9339, University Library of Munich, Germany. [Downloadable!]
  6. Michelle A. Danis & Anthony Pennington-Cross, 2005. "The delinquency of subprime mortgages," Working Papers 2005-022, Federal Reserve Bank of St. Louis. [Downloadable!]
    Other versions:
  7. Neil Bhutta, 2008. "Giving credit where credit is due? the Community Reinvestment Act and mortgage lending in lower-income neighborhoods," Finance and Economics Discussion Series 2008-61, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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