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Credit risk, credit scoring, and the performance of home mortgages

Citations

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Cited by:

  1. Wei-Wen Wu & Jian-Fa Li & Cheng-Yih Hong, 2017. "Verifying the Determinants of the Mortgage Defaults on Home Mortgage," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 266-273.
  2. Westley, Glenn D. & Shaffer, Sherrill, 1999. "Credit union policies and performance in Latin America," Journal of Banking & Finance, Elsevier, vol. 23(9), pages 1303-1329, September.
  3. Ha Thu Nguyen, 2015. "How is credit scoring used to predict default in China?," Working Papers hal-04133309, HAL.
  4. Christa N. Gibbs & Benedict Guttman-Kenney & Donghoon Lee & Scott Nelson & Wilbert Van der Klaauw & Jialan Wang, 2024. "Consumer Credit Reporting Data," Staff Reports 1114, Federal Reserve Bank of New York.
  5. Helga De Doncker, 2006. "Crédits aux particuliers - Analyse des données de la Centrale des Crédits aux Particuliers," Working Paper Document 78, National Bank of Belgium.
  6. Grinstein-Weiss, Michal & Spader, Jonathan & Yeo, Yeong Hun & Taylor, Andréa & Books Freeze, Elizabeth, 2011. "Parental transfer of financial knowledge and later credit outcomes among low- and moderate-income homeowners," Children and Youth Services Review, Elsevier, vol. 33(1), pages 78-85, January.
  7. Martha Poon, 2009. "From New Deal institutions to capital markets: commercial consumer risk scores and the making of subprime mortgage finance," Working Papers halshs-00359712, HAL.
  8. Jessica Holmes & Jonathan Isham & Jessica Wasilewski, 2002. "Overcoming Information Asymmetries in Low-Income Lending: Lessons from the "Working Wheels" Program," Middlebury College Working Paper Series 0244, Middlebury College, Department of Economics.
  9. Paul Bennett & Gordon Monsen & Richard Peach & Stavros Peristiani & Jonathan Raiff, 1996. "Effects of household creditworthiness on mortgage refinancings," Research Paper 9622, Federal Reserve Bank of New York.
  10. Ron J. Feldman, 2002. "Mortgage rates, homeownership rates, and government-sponsored enterprises," Annual Report, Federal Reserve Bank of Minneapolis, vol. 16(1), pages 4-23.
  11. Ryan Bubb & Alex Kaufman, 2009. "Securitization and moral hazard: evidence from a lender cutoff rule," Public Policy Discussion Paper 09-5, Federal Reserve Bank of Boston.
  12. Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.
  13. Brian Daniel Bernhardt & Chiara Marciano & Mario Rosario Guarracino, 2025. "The Impact of Alternative Data on Default Probability: Analyzing the Italian E-commerce Sector with NLP and Network Structures," SN Operations Research Forum, Springer, vol. 6(2), pages 1-30, June.
  14. Harding, John P. & Rosenblatt, Eric & Yao, Vincent W., 2009. "The contagion effect of foreclosed properties," Journal of Urban Economics, Elsevier, vol. 66(3), pages 164-178, November.
  15. Barakova, Irina & Bostic, Raphael W. & Calem, Paul S. & Wachter, Susan M., 2003. "Does credit quality matter for homeownership?," Journal of Housing Economics, Elsevier, vol. 12(4), pages 318-336, December.
  16. Board of Governors of the Federal Reserve System (U.S.), 1997. "Report to the Congress on the Availability of Credit to Small Businesses, 1997," Reports and Studies 3747, Board of Governors of the Federal Reserve System (U.S.).
  17. Allen Frankel, 2006. "Prime or not so prime? An exploration of US housing finance in the new century," BIS Quarterly Review, Bank for International Settlements, March.
  18. Saadi, Vahid, 2016. "Mortgage supply and the US housing boom: The role of the community reinvestment act," IWH Discussion Papers 32/2016, Halle Institute for Economic Research (IWH).
  19. Poon, Martha, 2009. "From new deal institutions to capital markets: Commercial consumer risk scores and the making of subprime mortgage finance," Accounting, Organizations and Society, Elsevier, vol. 34(5), pages 654-674, July.
  20. Bostic, Raphael W & Surette, Brian J, 2001. "Have the Doors Opened Wider? Trends in Homeownership Rates by Race and Income," The Journal of Real Estate Finance and Economics, Springer, vol. 23(3), pages 411-434, November.
  21. Allen Blackman & Alan Krupnick, 2001. "Location-Efficient Mortgages: Is the Rationale Sound?," Journal of Policy Analysis and Management, John Wiley & Sons, Ltd., vol. 20(4), pages 633-649.
  22. Eglė Jakučionytė & Swapnil Singh, 2023. "Emergence of subprime lending in minority neighborhoods," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(6), pages 1547-1583, November.
  23. Nothaft, Frank E. & Perry, Vanessa G., 2002. "Do mortgage rates vary by neighborhood? Implications for loan pricing and redlining," Journal of Housing Economics, Elsevier, vol. 11(3), pages 244-265, September.
  24. Ha-Thu Nguyen, 2015. "How is credit scoring used to predict default in China?," EconomiX Working Papers 2015-1, University of Paris Nanterre, EconomiX.
  25. Marcelo Pinheiro & Ms. Deniz O Igan, 2009. "Exposure to Real Estate Losses: Evidence from the US Banks," IMF Working Papers 2009/079, International Monetary Fund.
  26. Board of Governors of the Federal Reserve System (U.S.), 1997. "Report to the Congress on the Availablity of Credit to Small Businesses - 1997," Reports and Studies 89208, Board of Governors of the Federal Reserve System (U.S.).
  27. Estefanía Palazuelos & Ángel Herrero Crespo & Javier Montoya del Corte, 2018. "Effect of perceived default risk and accounting information quality on the decision to grant credit to SMEs," Risk Management, Palgrave Macmillan, vol. 20(2), pages 121-141, May.
  28. Saadi, Vahid, 2019. "Mortgage supply and the US housing boom: The role of the Community Reinvestment Act," SAFE Working Paper Series 155, Leibniz Institute for Financial Research SAFE, revised 2019.
  29. Mutaleb, Md Z. & Baharanyi, Ntam R. & Tackie, Nii O. & Zabawa, Robert, 2014. "An Assessment Of Microlending Programs In The Alabama Black Belt Region," Professional Agricultural Workers Journal (PAWJ), Professional Agricultural Workers Conference, vol. 2(2), pages 1-11.
  30. Shaffer, Sherrill, 1998. "The Winner's Curse in Banking," Journal of Financial Intermediation, Elsevier, vol. 7(4), pages 359-392, October.
  31. Christopher L. Foote & Paul S. Willen, 2018. "Mortgage-Default Research and the Recent Foreclosure Crisis," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 59-100, November.
  32. Fout, Hamilton & Li, Grace & Palim, Mark & Pan, Ying, 2020. "Credit risk of low income mortgages," Regional Science and Urban Economics, Elsevier, vol. 80(C).
  33. Keys, Benjamin J. & Mukherjee, Tanmoy & Seru, Amit & Vig, Vikrant, 2009. "Financial regulation and securitization: Evidence from subprime loans," Journal of Monetary Economics, Elsevier, vol. 56(5), pages 700-720, July.
  34. Goldberg, Gerson M. & Harding, John P., 2003. "Investment characteristics of low- and moderate-income mortgage loans," Journal of Housing Economics, Elsevier, vol. 12(3), pages 151-180, September.
  35. Elizabeth Laderman & Carolina Reid, 2008. "Lending in low- and moderate-income neighborhoods in California: the performance of CRA lending during the subprime meltdown," Community Development Working Paper 2008-05, Federal Reserve Bank of San Francisco.
  36. Alexandra Lefevre & Agnes Tourin, 2023. "Incorporating Climate Risk into Credit Risk Modeling: An Application in Housing Finance," FinTech, MDPI, vol. 2(3), pages 1-27, September.
  37. Grovenstein, Robert A. & Harding, John P. & Sirmans, C.F. & Thebpanya, Sansanee & Turnbull, Geoffrey K., 2005. "Commercial mortgage underwriting: How well do lenders manage the risks?," Journal of Housing Economics, Elsevier, vol. 14(4), pages 355-383, December.
  38. repec:max:cprpbr:24 is not listed on IDEAS
  39. Andrew R. Sanderford & George A. Overstreet & Peter A. Beling & Kanshukan Rajaratnam, 2015. "Energy-efficient homes and mortgage risk: crossing the chasm at last?," Environment Systems and Decisions, Springer, vol. 35(1), pages 157-168, March.
  40. Moulton, Stephanie & Haurin, Donald R. & Shi, Wei, 2015. "An analysis of default risk in the Home Equity Conversion Mortgage (HECM) program," Journal of Urban Economics, Elsevier, vol. 90(C), pages 17-34.
  41. van der Plaat, Mark & Spierdijk, Laura, 2020. "Recourse, asymmetric information, and credit risk over the business cycle," MPRA Paper 104718, University Library of Munich, Germany.
  42. Smith, Brent C, 2011. "Stability in consumer credit scores: Level and direction of FICO score drift as a precursor to mortgage default and prepayment," Journal of Housing Economics, Elsevier, vol. 20(4), pages 285-298.
  43. Bose, Arup & Pal, Debashis & Sappington, David E.M., 2012. "Extreme screening policies," European Economic Review, Elsevier, vol. 56(8), pages 1607-1620.
  44. Floros, Ioannis & White, Joshua T., 2016. "Qualified residential mortgages and default risk," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 86-104.
  45. Saty Patrabansh, 2015. "The Marginal Effect of First-Time Homebuyer Status on Mortgage Default and Prepayment," FHFA Staff Working Papers 15-02, Federal Housing Finance Agency.
  46. Tan, Yi Lin & Yusof, Mimi Syazwani & Mohd Ali, Nur Aqilah & Mohamed Azmi, Zahirah, 2018. "The Influence of Corporate Governance to the Firm Performance in Logistics Industry," MPRA Paper 86895, University Library of Munich, Germany.
  47. Morris A Davis & William D Larson & Stephen D Oliner & Benjamin R Smith, 2023. "A Quarter Century of Mortgage Risk," Review of Finance, European Finance Association, vol. 27(2), pages 581-618.
  48. Loretta J. Mester, 1997. "What's the point of credit scoring?," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 3-16.
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