… First, the riskiness of the subprime borrowing pool may have … proportion of subprime borrowers
into delinquency. Third, for … may have affected delinquency rates on subprime mortgages. …

… We also find that changes in delinquency rates on subprime residential mortgages were
strongly related to changes in the pace of house-price appreciation. In the analysis we looked at …

… delinquency rate for our sample remains fairly constant from June 1999 to May 2003. The
30-day delinquency rate … There is a slight uptrend in the 30-day delinquencies since spring …

… This paper examines mortgage delinquency rates for loans in … key factors that drive residential
mortgage delinquency. Models are … subprime mortgages. They find that loans that are very …

… Furthermore, we observe the seriously delinquent subprime mortgages increased much …
a dramatic increase in serious delinquency rates for mortgage loans during 2006 and 2007, …

… a role in the subprime mortgage collapse. The authors … subprime mortgage borrowers who
took out mortgages in 2006 or 2007 and match these measures to objective data on mortgage …

… in mortgage lending and compares the prime and subprime … subprime mortgage market,
we observe a substantial increase in delinquency rates, mostly for adjustable-rate mortgages (…

Using loan-level data, we analyze the quality of subprime mortgage loans by adjusting their
performance for differences in borrower characteristics, loan characteristics, and …

… for 2005 and 2006 vintage subprime mortgages by MSA. To this end, we find a trend in
the delinquency and foreclosure rate from 2005 to 2007 vintage mortgages, accounting for …

… in delinquency among risky subprime home mortgages has … Essay calls for home mortgage
delinquency management to be … surge in delinquency among subprime mortgages suggests, …