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Prime or not so prime? An exploration of US housing finance in the new century

  • Allen Frankel
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    Significant US house price appreciation in the last few years has greatly helped to enlarge the size and scope of secondary markets for securities backed by non-prime mortgage loans. But while many households now have access to loans which otherwise might not have been available, were housing market conditions to worsen, investors would face new issues in the valuation of mortgage-backed securities and possibly unanticipated risks.

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    File URL: http://www.bis.org/publ/qtrpdf/r_qt0603f.pdf
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    File URL: http://www.bis.org/publ/qtrpdf/r_qt0603f.htm
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    Article provided by Bank for International Settlements in its journal BIS Quarterly Review.

    Volume (Year): (2006)
    Issue (Month): (March)
    Pages:

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    Handle: RePEc:bis:bisqtr:0603f
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    1. Robert B. Avery & Raphael W. Bostic & Paul S. Calem & Glenn B. Canner, 1996. "Credit risk, credit scoring, and the performance of home mortgages," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Jul, pages 621-648.
    2. Nikola Tarashev, 2005. "Structural models of default: lessons from firm-level data," BIS Quarterly Review, Bank for International Settlements, September.
    3. Diana Hancock & Andreas Lehnert & Wayne Passmore & Shane M. Sherlund, 2005. "An analysis of the potential competitive impacts of Basel II capital standards on U.S. mortgage rates and mortgage securitization," Basel II White Paper 3, Board of Governors of the Federal Reserve System (U.S.).
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