Since 2014
Economic Analysis Review
View Archive Info| Field | Value | |
| Title |
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Análisis de Riesgo de los Deudores Hipotecarios en Chile |
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| Creator |
Alegria, Andres
Bravo, Jorge |
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| Subject |
Mortgage credits, credit risk.
Mortgage credits, credit risk. |
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| Description |
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In this paper we characterize the bank mortgage borrowers in Chile and propose models to assess their credit risk. In particular, we study the mortgagors’ payment profile based on an empirical analysis that includes information of more than 150,000 new debtors during the period 2012-2014. Both the specify features of mortgage debt as initial loan amount and maturities, as well as debtor´s characteristics as credit history, illiquidity and coverage ratio are related to the probability of mortgage default. |
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| Publisher |
Universidad Alberto Hurtado - Facultad de Economía y Negocios
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| Contributor |
—
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| Date |
2016-10-21
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — — |
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| Format |
application/pdf
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| Identifier |
http://www.rae-ear.org/index.php/rae/article/view/497
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| Source |
Revista de Análisis Económico - Economic Analysis Review; Vol 31, No 2 (2016); 37-64
Revista de Análisis Económico – Economic Analysis Review; Vol 31, No 2 (2016); 37-64 0718-8870 0716-5927 |
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| Language |
eng
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| Relation |
http://www.rae-ear.org/index.php/rae/article/view/497/583
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| Rights |
Copyright (c) 2016 Revista de Análisis Económico – Economic Analysis Review
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