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    An Emphasis on Underwriting Variables: A Look at Their Importance on Default & Prepayment of US Mortgages

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    Crooker_ku_0099M_15237_DATA_1.pdf (271.9Kb)
    Issue Date
    2017-05-31
    Author
    Crooker, John Russell
    Publisher
    University of Kansas
    Format
    39 pages
    Type
    Thesis
    Degree Level
    M.A.
    Discipline
    Economics
    Rights
    Copyright held by the author.
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    Abstract
    Abstract Since the Great Recession of the early 2000’s an added scrutiny has been placed on the US mortgage industry. This new focus has put an emphasis on the underwriting standards of mortgages. I hypothesize that mortgage underwriting guideline characteristics, or variables, are good indicators of potential loan defaults and prepayments. Using a newly available public dataset of loan-level characteristics and performance for home loans, I show that the existing standard variables used in mortgage underwriting are predictive in determining potential prepayment or default. My findings are consistent with existing research in mortgage literature that used more limited datasets.
    URI
    http://hdl.handle.net/1808/25802
    Collections
    • Economics Dissertations and Theses [169]
    • Theses [3827]

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    KU Libraries
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    Contact KU ScholarWorks
    785-864-8983
    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    785-864-8983

    KU Libraries
    1425 Jayhawk Blvd
    Lawrence, KS 66045
    Image Credits
     

     

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