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Alt-A: the forgotten segment of the mortgage market

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  • Rajdeep Sengupta

Abstract

This study presents a brief overview of the Alt-A mortgage market with the goal of outlining broad trends in the different borrower and mortgage characteristics of Alt-A market originations between 2000 and 2006. The paper also documents the default patterns of Alt-A mortgages in terms of the various borrower and mortgage characteristics over this period.

Suggested Citation

  • Rajdeep Sengupta, 2010. "Alt-A: the forgotten segment of the mortgage market," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 55-72.
  • Handle: RePEc:fip:fedlrv:y:2010:i:jan:p:55-72:n:v.92no.1
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    File URL: https://files.stlouisfed.org/files/htdocs/publications/review/10/01/Sengupta.pdf
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    References listed on IDEAS

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    1. Geetesh Bhardwaj & Rajdeep Sengupta, 2008. "Where's the smoking gun? a study of underwriting standards for US subprime mortgages," Working Papers 2008-036, Federal Reserve Bank of St. Louis.
    2. Rajdeep Sengupta & Yu Man Tam, 2008. "Mortgage originations: 2000-2006," Monetary Trends, Federal Reserve Bank of St. Louis, issue Aug.
    3. Geetesh Bhardwaj & Rajdeep Sengupta, 2008. "Did prepayments sustain the subprime market?," Working Papers 2008-039, Federal Reserve Bank of St. Louis.
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    Citations

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    Cited by:

    1. Andreas Fuster & Paul S. Willen, 2017. "Payment Size, Negative Equity, and Mortgage Default," American Economic Journal: Economic Policy, American Economic Association, vol. 9(4), pages 167-191, November.
    2. Frame, W. Scott & Gerardi, Kristopher S. & Willen, Paul S., 2015. "The Failure of supervisory stress testing: Fannie Mae, Freddie Mac, and OFHEO," Working Papers 15-4, Federal Reserve Bank of Boston.
    3. Sengupta, Rajdeep & Bhardwaj, Geetesh, 2015. "Credit scoring and loan default," Research Working Paper RWP 15-2, Federal Reserve Bank of Kansas City.
    4. Adelino, Manuel & Gerardi, Kristopher S. & Hartman-Glaser, Barney, 2016. "Are Lemons Sold First? Dynamic Signaling in the Mortgage Market," FRB Atlanta Working Paper 2016-8, Federal Reserve Bank of Atlanta, revised 01 Mar 2018.
    5. James P. Dow, 2016. "Mortgage originations during 2002-2007 as an example of an evolutionary market," Journal of Evolutionary Economics, Springer, vol. 26(5), pages 1007-1032, December.

    More about this item

    Keywords

    Mortgages ; Subprime mortgage;

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