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Did credit scores predict the subprime crisis?

Author

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  • Yuliya Demyanyk

Abstract

One would think that credit scores would be a predictor of who would default on a subprime mortgage. But that doesn't seem to be the case.

Suggested Citation

  • Yuliya Demyanyk, 2008. "Did credit scores predict the subprime crisis?," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 12-13.
  • Handle: RePEc:fip:fedlre:y:2008:i:oct:p:12-13
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    File URL: http://stlouisfed.org/publications/re/2008/d/pdf/mortgage.pdf
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    Cited by:

    1. Rajdeep Sengupta & Geetesh Bhardwaj, 2015. "Credit Scoring and Loan Default," International Review of Finance, International Review of Finance Ltd., vol. 15(2), pages 139-167, June.
    2. Abdala Rioja, Yamile E, 2011. "All Things Considered: The Interaction of the Reasons for the Financial Crisis," MPRA Paper 33408, University Library of Munich, Germany.
    3. Yuliya Demyanyk, 2009. "Quick exits of subprime mortgages," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 79-94.

    More about this item

    Keywords

    Subprime mortgage ; Credit scoring systems;

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