Risks of nonbank mortgage sellers and servicers revisited
Housing Wire
JULY 29, 2021
The origination period of the analysis was 2000-2015 to allow for loan seasoning and two models were estimated: one with a definition of default as a loan becoming 90 days past due or worse, and the second a loan becoming 180 days past due or worse. These were 2000-2003, 2004-2008Q2, 2008Q3-2011, and 2012-2015. Specifically, the 1.9
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