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Note rate modifications and subprime default rates
dc.contributor.author | Sarmiento, Camilo | |
dc.date.accessioned | 2023-12-04T15:54:14Z | |
dc.date.available | 2023-12-04T15:54:14Z | |
dc.date.issued | 2009 | |
dc.identifier.uri | https://repositorio.escuelaing.edu.co/handle/001/2751 | |
dc.description.abstract | An important instrument to mitigate credit losses is modification of note rates of distressed borrowers. From a logistic model of early default, this article inferred the note rate impact on loan default probabilities, while controlling for loan characteristics (credit quality) and borrower location. | eng |
dc.description.abstract | Un instrumento importante para mitigar las pérdidas crediticias es la modificación de las tasas de interés de los prestatarios en dificultades. A partir de un modelo logístico de incumplimiento anticipado, este artículo infiere el impacto de la tasa de los pagarés en las probabilidades de incumplimiento de los préstamos, controlando al mismo tiempo las características del préstamo (calidad crediticia) y la ubicación del prestatario. | spa |
dc.format.extent | 6 páginas | spa |
dc.format.mimetype | application/pdf | spa |
dc.language.iso | eng | spa |
dc.publisher | Routledge Taylor and Francis Group | spa |
dc.source | https://www.tandfonline.com/doi/abs/10.1080/17446540802260878 | spa |
dc.title | Note rate modifications and subprime default rates | eng |
dc.type | Artículo de revista | spa |
dc.type.version | info:eu-repo/semantics/publishedVersion | spa |
oaire.accessrights | http://purl.org/coar/access_right/c_14cb | spa |
oaire.version | http://purl.org/coar/version/c_970fb48d4fbd8a85 | spa |
dc.contributor.researchgroup | Centro de Estudios Económicos | spa |
dc.identifier.eissn | 1350-4851 | spa |
dc.identifier.instname | Universidad Escuela Colombiana de Ingeniería Julio Garavito | spa |
dc.identifier.reponame | Repositorio Digital | spa |
dc.identifier.repourl | https://repositorio.escuelaing.edu.co/ | spa |
dc.publisher.place | Estados Unidos | spa |
dc.relation.citationedition | 2009 | spa |
dc.relation.citationendpage | 566 | spa |
dc.relation.citationissue | 6 | spa |
dc.relation.citationstartpage | 563 | spa |
dc.relation.citationvolume | 16 | spa |
dc.relation.ispartofjournal | Applied Economics Letters | eng |
dc.relation.references | Bostic, R. W. (2002) Trends in equal access to credit products, in The Impact of Credit Policy on Consumer Credit (Eds) T. Durkin and M. Staten, Kluwer, Massachusetts, pp. 172–202 | spa |
dc.relation.references | Calem, P. S., Gillen, K. and Wachter, S. (2004) The neighborhood distribution of subprime mortgage lending, Journal of Real Estate Finance and Economics, 29, 393–410. | spa |
dc.relation.references | Chinloy, P. and MacDonald, N. (2005) Subprime lenders and mortgage market competition, The Journal of Real Estate Finance and Economics, 30, 153–65. | spa |
dc.relation.references | Chomsisengphet, S. and Pennington-Cross, A. (2006) The evolution of the subprime mortgage market, Federal Server Bank of St. Louis Review, 88, 31–56a. | spa |
dc.relation.references | Fabozzi, F. J. (Ed.) (2006) Handbook of Mortgage-Backed Securities, 6th edn, McGraw-Hill Professional. | spa |
dc.relation.references | Johnson, K. (2002) Consumer loan securitization, in The Impact of Credit Policy on Consumer Credit (Eds) | spa |
dc.relation.references | T. Durkin and M. Staten, Kluwer, Massachusetts, pp. 287–306. | spa |
dc.relation.references | Sarmiento, C. (2008) Regime changes in subprime margins under the U.S. housing bubble, Applied Financial Economics, forthcoming. | spa |
dc.relation.references | The Economist (2007) The trouble in the housing market. March 24–30, 76–81. | spa |
dc.rights.accessrights | info:eu-repo/semantics/closedAccess | spa |
dc.subject.armarc | Tasas de interés | |
dc.subject.armarc | Préstamos bancarios | |
dc.subject.armarc | Créditos bancarios | |
dc.subject.armarc | Interest rates | |
dc.subject.armarc | Bank loans | |
dc.subject.armarc | Bank credits | |
dc.type.coar | http://purl.org/coar/resource_type/c_6501 | spa |
dc.type.content | Text | spa |
dc.type.driver | info:eu-repo/semantics/article | spa |
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Clasificación: C - Convocatoria 2018