Fannie Mae Single-Family Loan Performance Data

Open Dataset
Creators:
Fannie Mae (Federal National Mortgage Association)
Publication Date:
2026-04-30
Data Category:
Dataset Description:
Fannie Mae's Single-Family Loan Performance Data provides loan-level origination and performance data on a portion of Fannie Mae's single-family mortgage book, including borrower characteristics, loan terms, and monthly performance updates. Used in Buchak et al. (2024, Journal of Political Economy) to analyse mortgage origination and credit risk transfer patterns in the context of shadow banking and off-balance-sheet activities.
Publications Citing This Dataset:
Beyond the Balance Sheet Model of Banking: Implications for Bank Regulation and Monetary Policy, Greg Buchak, Gregor Matvos, Tomasz Piskorski, and Amit Seru, January 23, 2024, https://www.journals.uchicago.edu/doi/10.1086/726703, https://doi.org/10.1086/726703
Variables:
Details:
Fannie Mae loan performance Mortgage
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