6533b834fe1ef96bd129d533

RESEARCH PRODUCT

A comment on mortgage procylicality

Trond-arne BorgersenKarl Robertsen

subject

Rate of returnEconomics and EconometricsCollateralEconomicsFinancial systemMortgage underwritingRegime shiftBusiness and International ManagementShared appreciation mortgageMortgage insuranceMarket liquidityCredit risk

description

This paper comments on mortgage procyclicality. A framework for credit constraints along the lines of Kiyotaki and Moore (1997) is applied to illustrate a potential regime shift in the credit risk assessments of mortgagees. Depending on the relationship between house price growth and the alternative rate of return the weight given to collateral and debt-servicing ability may vary according to the house price cycle as mortgagees engage in search-for-yield. The regime shifts induced by increased global liquidity and expectations of continued housing appreciation might stimulate owner-occupation and LTV-ratios and induce mortgage procyclicality.

https://doi.org/10.1504/gber.2012.049861