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análisis de Riesgo de los Deudores Hipotecarios en Chile

Author

Listed:
  • Andres Alegria

    (Banco Central de Chile)

  • Jorge Bravo

    (Quiroz y Asociados)

Abstract

In this paper we characterize the bank mortgage borrowers in Chile and propose models to assess their credit risk. In particular, we study the mortgagors' payment profile based on an empirical analysis that includes information of more than 150,000 new debtors during the period 2012-2014. Both the specify features of mortgage debt as initial loan amount and maturities, as well as debtor's characteristics as credit history, illiquidity and coverage ratio are related to the probability of mortgage default.

Suggested Citation

  • Andres Alegria & Jorge Bravo, 2016. "análisis de Riesgo de los Deudores Hipotecarios en Chile," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 31(2), pages 37-64, October.
    • Handle: RePEc:ila:anaeco:v:31:y:2016:i:2:p:37-64
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    Keywords

    Mortgage credits; credit risk;

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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