Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 10 of 10 for “"Freddie Mac"”.
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FinTech mortgage lenders solving or exploiting a friction? evidence on risk layering and prepayment risk of conforming loans
… data on mortgages sold to Fannie Mae and Freddie Mac (GSEs), I find that compared to traditional lenders, Fintech lenders are more likely to address credit demand from low credit score borrowers. However, they may be able to exploit two frictions in the GSEs' pricing and securitization …
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Three Essays in Housing Economics
… Panel Study of Income Dynamics (PSID) and the Freddie Mac House Price Index (FMHPI) to investigate the effects of house price changes on the marital stability of individual families in the United States. Recognizing that families with divorce risk could be "locked" in their house when …
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Federal mandates and mortgage supply : regression discontinuity analyses of the community reinvestment and GSE Acts.
… requiring banks and the GSEs (Fannie Mae and Freddie Mac), respectively, to help improve credit access for low-income households and neighborhoods. While financial markets evolved rapidly since the early 1990's, I use discontinuities in the laws' eligibility rules to identify their effects. To …
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Income Inequality, Household Borrowing, and the Business Cycle
… household borrowing and the way it can influence macro-dynamics. The first paper situates the 2008 financial crisis within the growing body of literature, referred to as the New History of Capitalism. The 2008 financial crisis resulted from many years of the Government-Sponsored Enterprises’, …
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The future of the multifamily industry post-GSE conservatorship
… Sponsored Enterprises (GSEs), Fannie Mae and Freddie Mac, and placed them into conservatorship. Operating losses by these entities had created strong market concerns about their ability to function, threatening to adversely affect the US housing finance market. Over the last two decades, the …
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An Emphasis on Underwriting Variables: A Look at Their Importance on Default & Prepayment of US Mortgages
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 …
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Three essays on consumer finance
… the performance of loans owned by Fannie Mae or Freddie Mac between 2002 and 2012. I find that imposing standards of conduct on lenders increases borrower defaults in the short term, and is correlated with a drop in foreclosures and fewer mortgage originations. Mandated disclosures decrease …
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Secondary Mortgage Markets & Place-Based Inequality: Space, GSEs and Social Exclusion in the Philadelphia Region
… Sponsored Enterprises (GSEs) Fannie Mae and Freddie Mac in the summer of 2008, US tax payers assumed responsibility for the vast majority of outstanding mortgage debt in the country. This dissertation examined the historical development and contemporary activity of the secondary mortgage …
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The Competing Risks of Prepayment and Default on the Single-Family Mortgage Market
… Single-family Loan-Level Dataset constructed by Freddie Mac based on high simultaneous prepayment and default rates. The results are estimated by a discrete time competing risks model based on restricted multinomial logit. Two different combinations of dependent variables are used to make the …
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Three Essays in Empirical Asset Pricing
The financial crisis of 2007-2008 led to extraordinary government intervention in firms and markets. The scope and depth of government action rivaled that of the Great Depression. Many traded markets experienced dramatic declines in liquidity leading to the existence of conditions normally assumed …