[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Securitization and moral hazard: evidence from a lender cutoff rule. (2009). Kaufman, Alex ; Bubb, Ryan .
In: Public Policy Discussion Paper.
RePEc:fip:fedbpp:09-5.

Full description at Econpapers || Download paper

Cited: 8

Citations received by this document

Cites: 24

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Credit Score Doctors. (2020). Hu, Luojia ; Simonov, Andrei ; Huang, Xing.
    In: Working Paper Series.
    RePEc:fip:fedhwp:92773.

    Full description at Econpapers || Download paper

  2. Credit Score Doctors. (2020). Simonovska, Ina ; Hu, Luojia ; Huang, Xing.
    In: Working Paper Series.
    RePEc:fip:fedhwp:87545.

    Full description at Econpapers || Download paper

  3. Costly Screening, Self-Selection, Fraud, and the Organization of Credit Markets. (2016). Yezer, Anthony ; Yu, Pingkang.
    In: Working Papers.
    RePEc:gwi:wpaper:2016-4.

    Full description at Econpapers || Download paper

  4. Race and the politics of close elections. (2014). Vogl, Tom S..
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:109:y:2014:i:c:p:101-113.

    Full description at Econpapers || Download paper

  5. The Influence of Fannie and Freddie on Mortgage Loan Terms. (2014). Kaufman, Alex .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:42:y:2014:i:2:p:472-496.

    Full description at Econpapers || Download paper

  6. Why dont Lenders renegotiate more home mortgages? Redefaults, self-cures and securitization. (2013). Gerardi, Kristopher ; Adelino, Manuel ; Willen, Paul S..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:7:p:835-853.

    Full description at Econpapers || Download paper

  7. Essays on financial institutions and instability. (2012). Jin, YU.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:201201010800003361.

    Full description at Econpapers || Download paper

  8. The great surge in mortgage defaults 2006-2009: The comparative roles of economic conditions, underwriting and moral hazard. (2011). Capozza, Dennis ; VanOrder, Robert ; Van Order, Robert .
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:20:y:2011:i:2:p:141-151.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. (1997): “LL01-97: Mortgage Underwriting Tools—Automated Underwriting and Credit Scores: Measuring Credit Risk: Borrower Credit Scores and Lender Profiles,” Letter to lenders.
    Paper not yet in RePEc: Add citation now
  2. (2001): “Single-Family Seller/Servicers Guide,” Guidebook for Lenders.
    Paper not yet in RePEc: Add citation now
  3. (2007): “Guide to Underwriting with DU,” Letter to Lenders.
    Paper not yet in RePEc: Add citation now
  4. ADELINO, M., K. GERARDI, AND P. WILLEN (2009): “Why Don’t Lenders Renegotiate More Home Mortgages? Redefaults, Self-Cures, and Securitization,” NBER Working Paper 15159.

  5. AKERLOF, G. (1970): “The Market for Lemons: Quality Uncertainty and the Market Mechanism,” The Quarterly Journal of Economics, 84(3), 488–500.

  6. AVERY, R., R. BOSTIC, P. CALEM, AND G. CANNER (1996): “Credit Risk, Credit Scoring, and the Performance of Home Mortgages,” Federal Reserve Bulletin, 82(7), 621–648.

  7. DIAMOND, D. (1984): “Financial Intermediation and Delegated Monitoring,” The Review of Economic Studies, 51(3), 393–414.

  8. DONOHUE, K. M. (2008): “Fraud, Mortgage-Backed Securities, and Ginnie Mae,” Mortgage Banking, 68.
    Paper not yet in RePEc: Add citation now
  9. DRUCKER, S., AND M. PURI (2008): “On Loan Sales, Loan Contracting, and Lending Relationships, ” Review of Financial Studies, 22(7).
    Paper not yet in RePEc: Add citation now
  10. FANNIE MAE (1995): “LL09-95: Measuring Credit Risk: Borrower Credit Scores and Lender Profiles,” Letter to lenders.
    Paper not yet in RePEc: Add citation now
  11. FOOTE, C. L., K. S. GERARDI, L. GOETTE, AND P. S. WILLEN (2009): “Reducing Foreclosures, ” Federal Reserve Public Policy Discussion Paper No. 09-2.
    Paper not yet in RePEc: Add citation now
  12. FREDDIE MAC (1996): “Automated Underwriting: Making Mortgage Lending Simpler and Fairer for America’s Families,” http://www.freddiemac.com/corporate/reports/.
    Paper not yet in RePEc: Add citation now
  13. GERARDI, K., A. SHAPIRO, AND P. WILLEN (2007): “Subprime Outcomes: Risky Mortgages, Homeownership Experiences, and Foreclosures,” Federal Reserve Public Policy Discussion Paper No. 07-15.

  14. GORTON, G., AND G. PENNACCHI (1995): “Banks and Loan Sales Marketing Nonmarketable Assets,” Journal of Monetary Economics, 35(3), 389–411.

  15. HUTTO, G., AND J. LEDERMAN (2003): Handbook of Mortgage Lending. Mortgage Bankers Association of America.
    Paper not yet in RePEc: Add citation now
  16. JIANG, W., A. NELSON, AND E. VYTLACIL (2009): “Liar’s Loan? Effects of Loan Origination Channel and Loan Sale on Delinquency,” Unpublished manuscript.
    Paper not yet in RePEc: Add citation now
  17. KEYS, B., T. MUKHERJEE, A. SERU, AND V. VIG (2008): “Did Securitization Lead to Lax Screening? Evidence from Subprime Loans,” Quarterly Journal of Economics, 125(1), forthcoming in 2010.

  18. MAYER, C., K. PENCE, AND S. SHERLUND (2009): “The Rise in Mortgage Defaults,” Journal of Economic Perspectives, 23(1), 27–50.

  19. MCCRARY, J. (2008): “Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test,” Journal of Econometrics, 142(2), 698–714.

  20. MIAN, A., AND A. SUFI (2008): “The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis,” NBER Working Paper 13936.

  21. PENNACCHI, G. (1988): “Loan Sales and the Cost of Bank Capital,” Journal of Finance, 43(2), 375–396.

  22. PISKORSKI, T., A. SERU, AND V. VIG (2008): “Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis,” Unpublished manuscript.
    Paper not yet in RePEc: Add citation now
  23. RAJAN, U., A. SERU, AND V. VIG (2008): “The Failure of Models That Predict Failure: Distance, Incentives and Defaults,” Unpublished manuscript.
    Paper not yet in RePEc: Add citation now
  24. STRAKA, J. W. (2000): “A Shift in the Mortgage Landscape: The 1990s Move to Automated Credit Evaluations,” Journal of Housing Research, 11(2), 207–232.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Determinants of Subprime Mortgage Performance Following a Loan Modification. (2016). Schmeiser, Maximilian ; Gross, Matthew .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:52:y:2016:i:1:p:1-27.

    Full description at Econpapers || Download paper

  2. The Impact of Foreclosure Delay on U.S. Employment. (2015). Ohanian, Lee ; Herkenhoff, Kyle F.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21532.

    Full description at Econpapers || Download paper

  3. A cost-benefit analysis of judicial foreclosure delay and a preliminary look at new mortgage servicing rules. (2015). Lambie-Hanson, Lauren ; Cordell, Lawrence R..
    In: Working Papers.
    RePEc:fip:fedpwp:15-14.

    Full description at Econpapers || Download paper

  4. Payment size, negative equity, and mortgage default. (2015). Fuster, Andreas ; Willen, Paul S..
    In: Staff Reports.
    RePEc:fip:fednsr:582.

    Full description at Econpapers || Download paper

  5. The Determinants of Subprime Mortgage Performance Following a Loan Modification. (2015). Schmeiser, Maximilian ; Gross, Matthew B..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2015-06.

    Full description at Econpapers || Download paper

  6. US Housing Policy. (2015). Zabel, Jeffrey E ; Olsen, Edgar O.
    In: Handbook of Regional and Urban Economics.
    RePEc:eee:regchp:5-887.

    Full description at Econpapers || Download paper

  7. Recourse and the Residential Mortgage Market: the Case of Nevada. (2014). li, wenli ; Oswald, Florian.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/4udtt6bh25946auar877ii1c1e.

    Full description at Econpapers || Download paper

  8. Identifying the Effect of Securitization on Foreclosure and Modification Rates Using Early Payment Defaults. (2014). Willen, Paul ; Gerardi, Kristopher ; Adelino, Manuel.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:49:y:2014:i:3:p:352-378.

    Full description at Econpapers || Download paper

  9. Pathways After Default: What Happens to Distressed Mortgage Borrowers and Their Homes?. (2014). Haughwout, Andrew ; Been, Vicki ; Chan, Sewin ; Sharygin, Claudia .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:48:y:2014:i:2:p:342-379.

    Full description at Econpapers || Download paper

  10. Resolving Residential Mortgage Distress; Time to Modify?. (2014). Andritzky, Jochen R.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/226.

    Full description at Econpapers || Download paper

  11. Recourse and the Residential Mortgage Market: the Case of Nevada. (2014). Oswald, Florian ; Li, Wenli.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03460402.

    Full description at Econpapers || Download paper

  12. Take-up of mortgage assistance for distressed homeowners: The role of geographic accessibility. (2014). Moulton, Stephanie ; Russell, Blair D. ; Greenbaum, Robert T..
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:24:y:2014:i:c:p:57-74.

    Full description at Econpapers || Download paper

  13. Servicer and Spatial Heterogeneity of Loss Mitigation Practices in Soft Housing Markets. (2013). Ding, Lei.
    In: Housing Policy Debate.
    RePEc:taf:houspd:v:23:y:2013:i:3:p:521-542.

    Full description at Econpapers || Download paper

  14. Payment Size, Negative Equity, and Mortgage Default. (2013). Fuster, Andreas ; Willen, Paul S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19345.

    Full description at Econpapers || Download paper

  15. Why dont Lenders renegotiate more home mortgages? Redefaults, self-cures and securitization. (2013). Gerardi, Kristopher ; Adelino, Manuel ; Willen, Paul S..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:60:y:2013:i:7:p:835-853.

    Full description at Econpapers || Download paper

  16. Do borrower rights improve borrower outcomes? Evidence from the foreclosure process. (2013). Gerardi, Kristopher ; Willen, Paul S. ; Lambie-Hanson, Lauren.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:73:y:2013:i:1:p:1-17.

    Full description at Econpapers || Download paper

  17. Why homeowners’ documentation went missing under the Home Affordable Mortgage Program (HAMP)?: An analysis of strategic behavior of homeowners and servicers. (2013). Karikari, John.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:22:y:2013:i:2:p:146-162.

    Full description at Econpapers || Download paper

  18. Bank monitoring incentives and optimal ABS. (2013). Pagès, Henri ; Pages, Henri .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:1:p:30-54.

    Full description at Econpapers || Download paper

  19. Strategic loan modification: An options-based response to strategic default. (2013). Das, Sanjiv ; Meadows, Ray .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:636-647.

    Full description at Econpapers || Download paper

  20. Determinants of the incidence of U.S. Mortgage Loan Modifications. (2013). Weselcouch, Mary ; Voicu, Ioan ; Been, Vicki ; Murff, Scott .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3951-3973.

    Full description at Econpapers || Download paper

  21. Gestión Hipotecaria de las Familias Chilenas. (2013). Madeira, Carlos ; Victor Perez F., .
    In: Notas de Investigación Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchni:v:16:y:2013:i:2:p:122-133.

    Full description at Econpapers || Download paper

  22. Foreclosure delay and U.S. unemployment. (2012). Ohanian, Lee ; Herkenhoff, Kyle.
    In: Working Papers.
    RePEc:fip:fedlwp:2012-017.

    Full description at Econpapers || Download paper

  23. Why did so many people make so many ex post bad decisions?: the causes of the foreclosure crisis. (2012). Gerardi, Kristopher ; Foote, Christopher ; Willen, Paul S..
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:12-2.

    Full description at Econpapers || Download paper

  24. Payment size, negative equity, and mortgage default. (2012). Fuster, Andreas ; Willen, Paul S..
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:12-10.

    Full description at Econpapers || Download paper

  25. Why did so many people make so many ex post bad decisions? the causes of the foreclosure crisis. (2012). Gerardi, Kristopher ; Foote, Christopher ; Willen, Paul S..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2012-07.

    Full description at Econpapers || Download paper

  26. What happens after corporate default? Stylized facts on access to credit. (2012). Richmond, Christine ; Dias, Daniel ; Bonfim, Diana.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:7:p:2007-2025.

    Full description at Econpapers || Download paper

  27. Bank monitoring incentives and optimal ABS. (2012). Pagès, Henri.
    In: Working papers.
    RePEc:bfr:banfra:377.

    Full description at Econpapers || Download paper

  28. Staring Down Foreclosure: Findings from a Sample of Homeowners Seeking Assistance. (2012). Neelakantan, Urvi ; McKay, Shannon ; Lazaryan, Nika ; Zeuli, Kimberly.
    In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
    RePEc:ags:aaea12:124831.

    Full description at Econpapers || Download paper

  29. What Happens After Default? Stylized Facts on Access to Credit. (2011). Richmond, Christine ; Dias, Daniel ; Bonfim, Diana.
    In: Working Papers.
    RePEc:ptu:wpaper:w201101.

    Full description at Econpapers || Download paper

  30. Les commissions de surendettement des ménages : de l’objectif de négociation à la prévention de la rechute. (2011). fraisse, henri ; Muller, Anne.
    In: Économie et Statistique.
    RePEc:prs:ecstat:estat_0336-1454_2011_num_443_1_9622.

    Full description at Econpapers || Download paper

  31. The HAMP NPV model: development and early performance. (2011). Kelly, Austin ; McManus, Doug ; Scharlemann, Therese ; Holden, Steve ; Singer, Ryan ; Worth, John .
    In: MPRA Paper.
    RePEc:pra:mprapa:32040.

    Full description at Econpapers || Download paper

  32. Do Borrower Rights Improve Borrower Outcomes? Evidence from the Foreclosure Process. (2011). Gerardi, Kristopher ; Willen, Paul S. ; Lambie-Hanson, Lauren.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17666.

    Full description at Econpapers || Download paper

  33. Anatomy of the Beginning of the Housing Boom: U.S. Neighborhoods and Metropolitan Areas, 1993-2009. (2011). Gyourko, Joseph ; Ferreira, Fernando.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17374.

    Full description at Econpapers || Download paper

  34. Complex Mortgages. (2011). Sialm, Clemens ; Huang, Jennifer ; Amromin, Gene ; Zhong, Edward .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17315.

    Full description at Econpapers || Download paper

  35. Labor Market Dysfunction During the Great Recession. (2011). Ohanian, Lee ; Herkenhoff, Kyle.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17313.

    Full description at Econpapers || Download paper

  36. The HAMP NPV Model – Development and Early Performance. (2011). Holden, Steve ; Worth, John D ; Singer, Ryan ; Scharlemann, Therese ; McManus, Douglas.
    In: FHFA Staff Working Papers.
    RePEc:hfa:wpaper:11-01.

    Full description at Econpapers || Download paper

  37. Market-based loss mitigation practices for troubled mortgages following the financial crisis. (2011). Evanoff, Douglas ; Ben-David, Itzhak ; Amromin, Gene ; Agarwal, Sumit ; Chomsisengphet, Souphala.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-2011-03.

    Full description at Econpapers || Download paper

  38. The post-foreclosure experience of U.S. households. (2011). Shan, Hui ; Molloy, Raven .
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-32.

    Full description at Econpapers || Download paper

  39. Do borrower rights improve borrower outcomes?: evidence from the foreclosure process. (2011). Gerardi, Kristopher ; Willen, Paul S. ; Lambie-Hanson, Lauren.
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:11-9.

    Full description at Econpapers || Download paper

  40. Securitization and moral hazard: evidence from credit score cutoff rules. (2011). Kaufman, Alex ; Bubb, Ryan .
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:11-6.

    Full description at Econpapers || Download paper

  41. Do borrower rights improve borrower outcomes? Evidence from the foreclosure process. (2011). Gerardi, Kristopher ; Willen, Paul S. ; Lambie-Hanson, Lauren.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2011-16.

    Full description at Econpapers || Download paper

  42. The role of securitization in mortgage renegotiation. (2011). Evanoff, Douglas ; Ben-David, Itzhak ; Amromin, Gene ; Agarwal, Sumit ; Chomsisengphet, Souphala.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:3:p:559-578.

    Full description at Econpapers || Download paper

  43. The Local Wreckage of Global Capital: The Subprime Crisis, Federal Policy and High‐Foreclosure Neighborhoods in the US. (2011). Immergluck, Dan.
    In: International Journal of Urban and Regional Research.
    RePEc:bla:ijurrs:v:35:y:2011:i:1:p:130-146.

    Full description at Econpapers || Download paper

  44. Contagious Mortgage Default. (2010). Borsum, ystein .
    In: Memorandum.
    RePEc:hhs:osloec:2010_010.

    Full description at Econpapers || Download paper

  45. What have we learned about mortgage default?. (2010). Elul, Ronel .
    In: Business Review.
    RePEc:fip:fedpbr:y:2010:i:q4:p:12-19.

    Full description at Econpapers || Download paper

  46. The depth of negative equity and mortgage default decisions. (2010). Shan, Hui ; Bhutta, Neil ; Dokko, Jane.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2010-35.

    Full description at Econpapers || Download paper

  47. Who receives a mortgage modification? Race and income differentials in loan workouts. (2010). Reid, Carolina ; Collins, Michael J..
    In: Community Development Investment Center Working Paper.
    RePEc:fip:fedfcw:2010-07.

    Full description at Econpapers || Download paper

  48. Securitization and distressed loan renegotiation: Evidence from the subprime mortgage crisis. (2010). Vig, Vikrant ; Seru, Amit.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:3:p:369-397.

    Full description at Econpapers || Download paper

  49. Securitization and moral hazard: evidence from a lender cutoff rule. (2009). Kaufman, Alex ; Bubb, Ryan .
    In: Public Policy Discussion Paper.
    RePEc:fip:fedbpp:09-5.

    Full description at Econpapers || Download paper

  50. The Impact of Foreclosure Delay on U.S. Employment. (). Ohanian, Lee ; Herkenhoff, Kyle.
    In: Review of Economic Dynamics.
    RePEc:red:issued:18-242.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-26 07:32:59 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.