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Default and Prepayment Risk in Residential Mortgage Loans: A Review and Synthesis

In: Household Credit Usage

Author

Listed:
  • Michael LaCour-Little

Abstract

How long will payments under a residential mortgage loan continue? This question is central to pricing mortgages and mortgage-backed securities, now one of the largest sectors of the bond market. In this chapter, I review the research, identify major themes, and attempt a synthesis: what do we know and what do we not know?

Suggested Citation

  • Michael LaCour-Little, 2007. "Default and Prepayment Risk in Residential Mortgage Loans: A Review and Synthesis," Palgrave Macmillan Books, in: Sumit Agarwal & Brent W. Ambrose (ed.), Household Credit Usage, chapter 0, pages 253-266, Palgrave Macmillan.
    • Handle: RePEc:pal:palchp:978-0-230-60891-7_15
    DOI: 10.1057/9780230608917_15
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    Cited by:

    1. James Kau & Donald Keenan & Constantine Lyubimov, 2014. "First Mortgages, Second Mortgages, and Their Default," The Journal of Real Estate Finance and Economics, Springer, vol. 48(4), pages 561-588, May.

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