IPUMS.org Home Page

BIBLIOGRAPHY

Publications, working papers, and other research using data resources from IPUMS.

Full Citation

Title: Can “High Costs” Justify Weak Demand for the Home Equity Conversion Mortgage?

Citation Type: Journal Article

Publication Year: 2015

DOI: 10.1093/rfs/hhv019

Abstract: Home Equity Conversion Mortgages (“HECMs”) implicitly bundle nondefaultable credit lines with put options that let borrowers, or their heirs, sell mortgaged homes for the credit line limit when borrowers move or die. The put option's value, net of closing costs, bounds HECM's value to borrowers below. Older homeowners' weak demand is commonly attributed to HECM's “high costs,” and the government prices insurance intending to avoid subsidy. However, simulations indicate put value has often exceeded closing costs, even ignoring other embedded options and using backward-looking expectations near the recent price-cycle peak. These results make weak demand more puzzling.

Url: https://academic.oup.com/rfs/article-lookup/doi/10.1093/rfs/hhv019

User Submitted?: No

Authors: Davidoff, Thomas

Periodical (Full): Review of Financial Studies

Issue: 8

Volume: 28

Pages: 2364-2398

Data Collections: IPUMS USA

Topics: Housing and Segregation, Other

Countries:

IPUMS NHGIS NAPP IHIS ATUS Terrapop