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I want to do empirical research regarding prepayment behaviour on mortgage credits.

Is there any public data provided online regarding this topic? I'm especially interessted in mortgage/retail credit data in the European Union or in particular, in Germany.

Thy,

KS

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Kosta, this is a hard one. In principle if you had a securitized product made out of mortgage credits, under conditions, you could get a quasi-free solution with Bloomberg as they some times source assumptions. Depending on the pool you could probably generalize that for the market.

I understand however that you want historical patterns, my best bet at this stage would be the EMF, European Mortgage Federation. The source data and reports.

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Thanks for your Response SoltionK.

Could you be more precise on the Bloomberg Topic. If I could, f.e. find MBS Prices, would it be possible to extract prepayment rates on that?

Despites this, I found following pages, but I could not verify, if this is the data I'm looking for:

http://www.cprcdralpha.com/alpha/

http://www.fanniemae.com/portal/funding-the-market/data/loan-performance-data.html

What do u think?

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