Abstract
espanolEn este trabajo caracterizamos los deudores hipotecarios bancarios en Chile y proponemos modelos para analizar el riesgo de credito de este segmento. En particular, estudiamos el comportamiento de pago de los deudores hipotecarios sobre la base de un analisis empirico con informacion de mas de 150.000 nuevos deudores que ingresan a los registros entre los anos 2012-2014. Tanto las caracteristicas especificas del credito hipotecario como monto y plazo contractual, asi como tambien caracteristicas del deudor como su historia crediticia, liquidez y cobertura estan relacionados con la probabilidad de incumplimiento del pago de este tipo de creditos. EnglishIn this paper we characterize the bank mortgage borrowers in Chile and propose models to assess their credit risk. In particular, we study the mortgagors’ payment profile based on an empirical analysis that includes information of more than 150,000 new debtors during the period 2012-2014. Both the specify features of mortgage debt as initial loan amount and maturities, as well as debtor´s characteristics as credit history, illiquidity and coverage ratio are related to the probability of mortgage default.
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