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- W2533888071 abstract "We argue that information loss occurs when mortgage pricing does not consider some important creditworthiness parameters used during the credit decisioning process. Using detailed application data from a lender, we develop a measure of information loss and we find that information loss is associated with loan performance. The performance impact of the information loss is higher for riskier applicants." @default.
- W2533888071 created "2016-10-28" @default.
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- W2533888071 date "2016-01-01" @default.
- W2533888071 modified "2023-09-27" @default.
- W2533888071 title "Information Loss in Mortgage Pricing" @default.
- W2533888071 doi "https://doi.org/10.2139/ssrn.2839252" @default.
- W2533888071 hasPublicationYear "2016" @default.
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