Construct · 1 fields · 1 citations

mortgage asset quality misrepresentation: a standalone construct

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Housing finance

the misreporting of loan characteristics such as owner occupancy or second liens to investors in mortgage-backed securities, which predicts higher loan default.

In housing finance, mortgage asset quality misrepresentation refers to the misreporting of loan characteristics such as owner occupancy or second liens to investors in mortgage-backed securities, which predicts higher loan default. This meaning comes from Piskorski (2015) in The Journal of Finance.[1]

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Nearby constructs

asset2 fields · 2 citationsjingle · one word, two constructs default3 fields · 3 citationsjingle · one word, three constructs occupancy2 fields · 3 citationsjingle · one word, two constructs

References

Piskorski, T., Seru, A., & Witkin, J. (2015). Asset Quality Misrepresentation by Financial Intermediaries: Evidence from the RMBS Market. The Journal of Finance, 70(6), 2635-2678. https://doi.org/10.1111/jofi.12271

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