Regime changes in sub-prime margins under the US housing bubble

Risk-based pricing is an alignment of loan risk pricing with expected loan risk – charging a higher interest rate for higher risk (Yezer, 2002). This article shows systematic relaxation of risk pricing for sub-prime loans during the US housing bubble, a period that extended from 2001 to 2006. For e...

Full description

Saved in:
Bibliographic Details
Institution:Escuela Colombiana de Ingeniería
Main Authors: Sarmiento, Camilo, Centro de Estudios Económicos
Format: Artículo de revista
Language:English
Published: Routledge Taylor and Francis Group 2009
Subjects:
Online Access:https://repositorio.escuelaing.edu.co/handle/001/2759
Tags: Add Tag
No Tags, Be the first to tag this record!