Fannie Mae and Freddie Mac Loan Purchase Limits: Request for Public Input on Implementation Issues, 77450-77465 [2013-30477]
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The Federal Housing Finance Agency
(FHFA) is requesting public input on
implementation issues associated with a
contemplated reduction in loan
purchase limits by the Federal National
Mortgage Association (Fannie Mae) and
the Federal Home Loan Mortgage
Corporation (Freddie Mac) (together, the
Enterprises). Each Enterprise must set
its loan purchase limits at or below the
maximum limits, which are determined
by statutory formulas. The maximum
limits for 2014 were published by FHFA
on November 26, 2013. A decrease in
the Enterprises’ loan limits below the
statutory maximums is one means of
reducing the Enterprises’ financial
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BILLING CODE 6715–01–P
FEDERAL HOUSING FINANCE
AGENCY
[No. 2013–N–18]
Fannie Mae and Freddie Mac Loan
Purchase Limits: Request for Public
Input on Implementation Issues
Federal Housing Finance
Agency.
ACTION: Notice; input accepted.
AGENCY:
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market footprint pursuant to FHFA’s
Strategic Plan for Enterprise
Conservatorships. Other means of
reducing the Enterprises’ footprint relate
to their single-family mortgage
guarantee business and include
increasing guarantee fees and engaging
in risk-sharing transactions.
The basic premise of these measures
is as follows: with an uncertain future
and a desire for private capital to reenter the market, the Enterprises’ market
presence should be reduced gradually
over time. In addition, at the end of
2012, the amount of taxpayer capital
available to support the Enterprises’
outstanding debt and mortgage-backed
securities obligations became fixed.
Limiting their risk exposure is vital to
maintaining the adequacy of the
remaining capital support through the
financial support agreements between
the Enterprises and the U.S. Department
of the Treasury. Finally, a taxpayerbacked conservatorship provides a
significant subsidy to the mortgage
market that limits private capital
participation and underprices risk in the
market.
The contemplated action described
below is a plan and not a final decision.
The requested public input will be
carefully reviewed before FHFA decides
whether and how to proceed with the
planned reductions in Freddie Mac’s
and Fannie Mae’s loan purchase limits.
In short, no final decision on loan
purchase limits will be made until all
input is reviewed. The changes
contemplated in this Request for Public
Input will not affect loans originated
before October 1, 2014.
The remainder of this Request for
Public Input sets forth: FHFA’s legal
authority for directing the Enterprises to
set loan purchase limits below the
maximum loan limits; the planned
approach to reduce the Enterprises’ loan
limits; and a request for public input
regarding implementation of the plan.
An appendix to this Request for Public
Input includes analysis describing the
potential impact of the plan.
Background
FHFA’s Legal Authority for Setting the
Enterprises’ Loan Purchase Limits
In their chartering acts, the
Enterprises are authorized to purchase
mortgages up to specified limits, as
adjusted annually; 12 U.S.C. 1717(b)
and 12 U.S.C. 1454(a). The statutes
provide that each Enterprise ‘‘. . . shall
establish limitations governing the
maximum original principal obligation
of conventional mortgages that are
purchased by it. . . . Such limitations
shall not exceed [the loan limits] . . .’’
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The Housing and Economic Recovery
Act of 2008 (HERA) establishes the
maximum loan limits that Fannie Mae
and Freddie Mac are permitted to set for
mortgage acquisitions. HERA also
requires an annual adjustment to these
maximums to reflect changes in the
national average home price. The
maximum general limits are adjusted by
a calculation of year-over-year changes
to the existing level of home prices. In
recent years, FHFA has not selected a
specific index, but has noted that all
reasonable indexes have declined. On
November 26, 2013, FHFA announced
maximum loan limits for 2014 and
provided a description of the
methodology used in determining these
limits. The Enterprises, under their
charters, then determine whether to set
the next year’s loan purchase limits at
or below the new maximums.
When the Enterprises are in
conservatorship, FHFA, as conservator,
may take such action as may be: ‘‘(i)
necessary to put the regulated entity in
a sound and solvent condition; and (ii)
appropriate to carry on the business of
the regulated entity and preserve and
conserve the assets and property of the
regulated entity.’’ 12 U.S.C.
4617(b)(2)(D).
In addition, FHFA may ‘‘perform all
functions of the regulated entity in the
name of the regulated entity which are
consistent with the appointment as
conservator or receiver’’; 12 U.S.C.
4617(b)(2)(B)(iii). FHFA’s conservator
obligation to preserve and conserve the
assets includes policies to reduce the
Enterprises’ presence in the mortgage
market and the risks in their business
activities. Exercising, as conservator, a
business judgment on a core business
function of the Enterprises—setting
levels of loan amounts below the
maximums eligible for purchase by the
Enterprises—is consistent with FHFA
legal authorities. Therefore, the
conservator’s legal authority and
responsibility to ‘‘carry on the business’’
of the Enterprises supports a decision to
direct the setting of new and lower loan
purchase limits by the Enterprises.
A Plan for Setting Loan Purchase Limits
Lower Than Statutory Maximum Limits
As FHFA announced on November
26, 2013, the maximum loan limits in
2014 for one-unit properties range from
$417,000 (the baseline limit) in most
locations to $625,500 (the ceiling limit)
in certain high-cost areas in the
contiguous United States. In accordance
with HERA, FHFA will continue to
calculate and announce the future
annual adjustments to the maximum
loan limits in late November of each
year.
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As described above, the maximum
loan limits represent upper bounds to
the sizes of loans that the Enterprises
can purchase. Through its authority as
conservator, FHFA may direct each
Enterprise to set new loan purchase
limits below the statutory maximum
limits and below current limits by the
same percentage in every county and
county-equivalent area 1 in the country.
FHFA has developed a plan to gradually
reduce loan purchase limits by reducing
the baseline loan limit from $417,000 to
$400,000, a 4.077 percent decline. The
planned ceiling limit in high-cost areas
would be lowered by the same
percentage from $625,500 to $600,000.2
In areas where current purchase limits
lie between the baseline and ceiling
limits, the planned loan purchase limit
would be decreased by the same
percentage as the baseline and ceiling
purchase limits (i.e., 4.077 percent). The
new, lower, purchase limits would only
affect loans originated after October 1,
2014. Loans eligible for purchase before
the reductions will remain eligible in
the future, regardless of whether they
exceed the new loan purchase limits.
As FHFA has noted previously, ample
notice will be provided to the market
before any change in loan purchase
limits would be implemented. To meet
that goal and provide an opportunity to
receive input in response to this Request
for Public Input, the approach described
above will not, in any event, affect loans
originated before October 1, 2014.
Request for Public Input:
Implementation Questions
FHFA requests input from the public
and interested parties on the following
questions associated with implementing
the reduction of the Enterprises’ loan
purchase limits just described:
1. FHFA has promised to provide at
least six months advance notice of any
reduction of the loan purchase limit. If
FHFA makes a determination and
announcement by, for example, March
20, would October 1 be a reasonable
effective date, or would operational
issues suggest that an alternate or later
date in 2014 would be preferable?
2. Assuming the Enterprises’ loan
limit reduction takes effect for
purchases of loans originated on or after
October 1, 2014, should that reduction
be in effect for 12 months or 15 months?
In other words, for future
announcements on any future change in
the loan purchase limits, is a January 1
origination date preferred, or should
1 ‘‘County-equivalent’’ areas include, for example,
parishes in Louisiana.
2 In Alaska, Hawaii, Guam, and the U.S. Virgin
Islands, the baseline and ceiling limits would be
reduced to $600,000 and $900,000 respectively.
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those announcements be tied to the
initial loan purchase limit reduction
date?
3. Is it preferable for the Enterprises
to announce a multi-year schedule of
proposed decreases? If so, should it be
a specific percent per year, perhaps five
percent, or a specific dollar reduction,
perhaps $20,000 each year?
4. Currently, there are several
geographic areas with limits between
the current baseline loan limit of
$417,000 and the ceiling high-cost area
limit of $625,500. The maximum limits
in these areas are tied to the median
house price in those areas. Should
FHFA tie future reductions in loan
purchase limits in those areas to
changes in median house prices in any
way, or should reductions in those areas
simply be proportional to reductions in
the baseline limit?
5. Currently, all loan limits are
rounded to the nearest $50. Is this
appropriate, or should the loan
purchase limits be set at even multiples
of either $1,000 or some other dollar
amount for greater simplicity?
FHFA will accept public input
through its Office of Policy Analysis and
Research (OPAR), no later than March
20, 2014. Communications may be
addressed to Federal Housing Finance
Agency, (OPAR), Constitution Center,
400 Seventh Street SW., Ninth Floor,
Washington, DC 20024, or emailed to:
loanpurchaselimitinput@fhfa.gov.
Communications to FHFA may be made
public and posted without change on
the FHFA Web site at https://
www.fhfa.gov, and would include any
personal information provided, such as
name, address (mailing and email), and
telephone numbers.
Dated: December 17, 2013.
Edward J. DeMarco,
Acting Director, Federal Housing Finance
Agency.
Appendix: Impact Analysis of
Reductions in the Enterprises’ Loan
Purchase Limits
This Appendix provides historical
background on loan purchase limits, as well
as detail on how they have been calculated.
Broadly speaking, this background reveals
that the current loan purchase limits (which
are set at the maximum loan limits) are
historically high and that certain
implementation decisions have been made
that, in some locations, made those limits
higher than they otherwise would have been.
Further, this Appendix provides statistics
showing the potential market impact of
reducing loan purchase limits by the
magnitude described in the Request for
Public Input. The focus of the analysis is on
evaluating the number and types of
borrowers that might have been affected had
lower loan purchase limits been in place in
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2012. The evaluation of 2012 data provides
a reasonable indication of likely effects of
loan purchase limit reductions in 2014. It is
not possible to know with certainty how a
different loan purchase limit regime will
affect the market environment and specific
borrowers, but the analysis suggests a small
decline in loan purchase limits will have a
modest impact.
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Background: Baseline Loan Purchase Limit
Figure 1 plots the time trend in the
historical loan purchase limit for one-unit
properties in the contiguous United States
since 1992.1 The graph also shows changes
in the ceiling loan limit that has capped
limits in certain high-cost areas since 2008.
Between 2008 and late 2011, that ceiling was
$729,750 for the contiguous U.S. In October
2011, the ceiling was decreased to $625,500.
Figure 1 reveals that the baseline loan limit
of $417,000 is at its historical peak. To
provide context for the relative size of the
loan limit increases shown in Figure 1,
Figure 2 plots the growth in baseline loan
limits against the growth in several other
economic metrics, including median
household incomes, consumer prices, and
median U.S. home values. The respective
values for each of these variables are
normalized in the graph so that the value in
1992 for each variable is set equal to 100.
The graph clearly shows the elevated
nature of current limits. At $417,000, the
2013 baseline loan limit, for instance, was
206 percent of its level in 1992. The ‘‘ceiling’’
loan limit—the highest loan purchase limit in
high-cost areas—was 309 percent of the 1992
limit. By contrast, 2013 data for median
home values, inflation, and median
household income indicate that those metrics
this year have been between 163 percent and
180 percent of their 1992 levels.
Background: Calculation of Loan Purchase
Limits in High-Cost Areas
While Figures 1 and 2 provide some
indication of the elevated nature of loan
limits, they only address the baseline and
ceiling loan limits. They do not evaluate the
actual calculations that have determined
maximum loan limits in high-cost areas. It
can be shown that specific implementation
decisions have made maximum loan limits
higher than they otherwise would be in many
high-cost areas. In conservatorship, the
Enterprises have set their loan purchase
limits equal to the statutory maximum loan
limits.
Since 2008, maximum loan limits in highcost areas have been statutorily set as a
function of median local home values. Under
HERA, the maximum loan limit in high-cost
areas is 115 percent of the local median home
value. The resulting limit is bounded
between $417,000 and $625,500.
Because maximum loan limits are
determined by median home values, the
precise method used for estimating median
1 Unless
otherwise stated, the loan limits
discussed hereafter will be for one-unit properties
in the contiguous United States. Loan limits in
certain statutorily excepted areas—Alaska, Hawaii,
Guam, and the U.S. Virgin Islands—are higher, but
have trended in the same way as limits for the rest
of the country.
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home values can have a significant impact on
the actual maximum loan limit. Since 2008,
for determining maximum loan limits, FHFA
has used median home values produced by
the U.S. Department of Housing and Urban
Development (HUD).2 FHFA has used the
HUD-generated median home values because
they have full geographic coverage. That is,
median home value statistics are included for
all counties across the country—something
no other single source provides. Also, the
introduction of a set of median home values
different from those produced by HUD might
generate confusion among market
participants.3
Although HUD’s methodology for
calculating median values is positive in
many respects, for many counties, one of the
steps in the process makes Enterprise
maximum loan limits, which are based on
those median values, quite high relative to
what the specific county-level data would
suggest.
By law, when determining median home
values for counties in Metropolitan and
Micropolitan Statistical Areas, HUD’s
calculation must implement a ‘‘high-cost
county rule’’ (HCCR). Under the HCCR,
median home values for counties in
Metropolitan and Micropolitan areas must
reflect the median values in the highest-cost
component county. To illustrate—for a
Metropolitan Statistical Area (MSA)
comprised of 10 counties, HUD begins by
separately estimating median home values in
each of the 10 counties. Then, after finding
the highest of those 10 values, HUD assigns
that highest value to all 10 counties in the
MSA.
The HCCR tends to lead to an
overstatement of local median home values.
Washington, DC provides a good example.
The two dozen county and county-equivalent
areas that comprise the Washington, DC
metropolitan area are diverse in terms of
their median home values. Over the last
several years, median home values in the
most expensive counties have been around
$600,000, whereas homes values in lowerpriced areas were in the $200,000–$300,000
range. If pooled, transactions from the
metropolitan area’s counties would have
generated a DC-wide median home value of
roughly $300,000–$400,000. (The precise
median home value would have varied over
time and would depend on certain technical
decisions). Had this median value been used
for determination of the maximum loan limit,
the area’s loan limit likely would have been
no higher than $460,000. Because the HCCR
was applied, however, the median home
value used for the entire metropolitan area
was approximately $600,000, which is the
median home price in the most expensive
county. This means that the maximum
Washington, DC loan limit was determined to
be $625,500 for the last few years.
Seattle, which is comprised of three
counties, including King County (the most
2 HUD computes median home values for the
purpose of determining FHA loan limits.
3 For example, a divergence in the median values
used by HUD and FHFA would have meant that,
for some years, FHA and Enterprise loan limits
would have differed despite the fact that the
respective loan-limit formulas were generally the
same.
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expensive) is another example of where
actual effects have been present. According
to the National Association of Realtors,
which does not apply a HCCR in computing
median home values, the Seattle-area median
was around $300,000 in 2012 and just under
that in preceding years. With these median
home values, the associated HERA maximum
loan limit would have been $417,000. By
contrast, because the HCCR only made use of
transactions information for King County,
where median home values were $400,000
and above, the loan limit for the entire
metropolitan area was much higher at
$506,000.
However, the overstatement in many
places has had no impact on loan limits. In
those metropolitan areas, the overstated
median home value still was significantly
below $362,600, which is the threshold value
below which the maximum loan limit is
merely set at the baseline level of $417,000.
Impact Analysis: Estimates
Given the elevated nature of existing loan
purchase limits, analyzing the possible
impact of a loan purchase limit decline is
important. This impact analysis evaluates an
across-the board decline—i.e., one that
reduces loan purchase limits by the same
4.077 percentage in every county and countyequivalent area 4 in the country. Per the
planned declines, the baseline loan limit is
reduced from $417,000 to $400,000, while
the ceiling limit is reduced from $625,500 to
$600,000.5 In areas where loan limits are
bounded by the baseline and ceiling, the loan
limit has been reduced by the same
percentage.6
It is impossible to know with certainty the
impact these reductions will have in 2014,
but one analysis entails counting the number
of acquired Enterprise mortgages with loan
amounts above the lower loan purchase
limits. Using a database of Enterprise loan
acquisitions from 2012, Table 1 shows loan
counts by state for the number of Enterpriseguaranteed mortgages with original loan
amounts above the planned lower limits.
Table 2 shows counts for 25 large
Metropolitan Statistical Areas.
Table 1 reveals that, in 2012, roughly
170,000 Enterprise mortgages had original
loan balances above the lower loan limits
described in the Request for Public Input.
This represented roughly 2.9 percent of total
Enterprise mortgage acquisitions during
2012. About 50,000 purchase-money
mortgages had balances above the lower
limits.
Across states and MSAs, the share of
mortgages with original balances near the
applicable current loan purchase limit varied
significantly. In Colorado—a state with a
relatively large share of potentially impacted
loans—roughly 6 percent of Enterprise
mortgages (about 9,300 mortgages) had
original balances above the reduced loan
purchase limit. By contrast, only about one
percent of mortgages in West Virginia and
4 ‘‘County-equivalent’’ areas include, for example,
parishes in Louisiana.
5 In Alaska, Hawaii, Guam, and the U.S. Virgin
Islands, the baseline and ceiling limits are reduced
to $600,000 and $900,000 respectively.
6 ($400,000 ¥ $417,000)/$417,000 = ¥.04077.
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Alaska had balances in the affected range.
Because loan amounts tend to be higher in
urban areas than they are in states, the data
in Table 2 reflect slightly larger shares of
affected loans for MSAs. The shares of
potentially impacted loans still remain
relatively modest.
As indicated earlier, the mortgage counts
reflected in the tables likely represent a
substantial overstatement of the number of
borrowers that might have been unable to
obtain an Enterprise-eligible loan, or could be
unable to do so in 2014. If loan purchase
limits had been lower in 2012, some
borrowers who took out loans in excess of the
lower limit may have been able to modify
their plans and borrow less (i.e., might still
have taken out an Enterprise-eligible loan). In
other words, whether by either increasing
down payment or by taking out a larger
second mortgage, some borrowers still would
have had the ability to take out a loan that
met the lower purchase limit.
A different and more sophisticated analysis
would investigate, statistically, the
relationship between the loan limit and the
distribution of loan amounts. Not
surprisingly, a large number of acquired
Enterprise loans in 2012 had balances of
exactly $417,000. Developing a statistical
model that evaluates the size of the spike in
the loan count that occurs at exactly the
current loan limit would be valuable for
estimating the size of the spike that would
occur under a lower loan purchase limit.
Unlike the prior impact analysis—which
assumes that a borrower with a $417,000
mortgage would not have obtained an
Enterprise-eligible loan if the limit were
$416,999 or lower (i.e., the loan would have
been ‘‘eliminated’’)—a statistical model can
implicitly account for borrower adjustments
that would take place.
FHFA has been working on a model that
might be used for such a purpose. While
crude, a preliminary analysis suggests impact
estimates that are roughly half of those
produced in the simple approach.
Impact Analysis: Loan-Level Inspection
Although a statistical model would
represent an improvement over simply
counting mortgages in the affected range, an
alternative analysis—one that makes use of
loan-level information available to FHFA—is
also available. Loan-level data can be used to
identify options that would have been
available to borrowers had loan purchase
limits been lower. In doing so, one can
remove from the set of eliminated loans
mortgages for which borrowers would have
had effective ways of responding to lower
loan purchase limits. For example, data
showing borrower cash reserves can be used
to identify borrowers who, in response to a
reduced loan purchase limit, would have had
the demonstrated capacity to take out a
smaller mortgage. Also, information about
FICO scores and the loan-to-value ratio at
origination can be used to identify borrowers
who likely could have qualified for jumbo
mortgages. Because interest rates for jumbo
mortgages were only modestly higher than
rates for Enterprise mortgages,7 the ‘‘impact’’
7 Indeed, in some recent periods, the spread in
mortgage rates has been zero or negative (i.e., jumbo
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of a borrower receiving a jumbo mortgage as
opposed to an Enterprise mortgage would
have been minimal. In this analysis, such
borrowers are therefore excluded from the
counts of impacted borrowers.
Using loan-level data, Table 3 shows the
results of this more comprehensive approach
for assessing the expected impact. The first
row in the table repeats the impact number
that was produced in the crude analysis—
169,939. The second row estimates the
number of mortgages that would have had
balances above the new loan purchase limit
and had combined loan-to-value (CLTV)
ratios and FICO levels that may have made
it difficult for the borrower to obtain jumbo
financing.8 Loans with FICO scores of either
less than 720 or CLTV ratios above 80
percent were assumed to present potential
difficulties.9 The third row uses available
information on borrower cash-on-hand to
eliminate from the remaining sample
borrowers who may have had the ability to
take out a smaller mortgage.10
Ultimately, after the various filters are
applied, row 3 of Table 3 shows roughly
32,000 remaining mortgages. This means
that, after accounting for loan characteristics
and recognizing that jumbo financing would
have been a reasonable alternative for many
borrowers, the final impact of a loan
purchase limit reduction might have only
been about 32,000 loans. This figure is
roughly 20 percent of the original crude
impact estimate. Assuming that
approximately 8.4 million mortgages were
originated in 2012, the number reflects less
than 0.4 percent of all 2012 loan originations.
It should be noted that the final impact
analysis does not account for the availability
of mortgages endorsed by the Federal
Housing Administration (FHA). Some of the
roughly 32,000 impacted loans may have
been able to obtain FHA financing. While
`
borrower costs would be higher (vis-a-vis
Fannie Mae, Freddie Mac, and jumbo loans),
such borrowers would have obtained
mortgage rates that still were attractive from
a historical perspective.
rates have actually been lower than rates for
Enterprise eligible loans).
8 The CLTV is the sum of all original loan
amounts—including balances for first and second
mortgages originated—divided by the value of the
property.
9 Second liens information is readily available for
Fannie Mae loans; however, second liens data for
Freddie Mac loans are incomplete. Accordingly, a
factor derived from Fannie Mae data was used to
produce an estimate for Freddie Mac. Specifically,
Fannie Mae data indicated that, among mortgages
with good FICO scores and with first liens that
represented either 80 percent or less of the property
value, only about 5 percent had second liens that
may have hindered access to jumbo mortgages (i.e.,
the CLTV would have exceeded 80 percent). The
number of Freddie Mac loans with favorable FICO
and CLTV values was thus assumed to be 95
percent of the number of Freddie Mac having a
FICO of 720 and with a first-lien LTV ratio of 80
percent or below.
10 Because cash reserves data are unavailable for
Freddie Mac, to arrive at its final impact estimate
(that omits loans with sufficient cash reserves)—an
imputation was used. Consistent with available data
for Fannie Mae, it was assumed that roughly 24
percent of Freddie Mac’s jumbo-ineligible loans had
sufficient cash reserves.
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Impact Analysis: Characteristics of Impacted
Loans
Table 4 attempts to answer: ‘‘What types of
borrowers and what types of loans would be
affected by the loan purchase limit
reductions?’’ The table shows summary
statistics for loans that the more
comprehensive impact analysis suggested
might be affected. The first column of the
table shows summary data for roughly 32,000
loans identified in the comprehensive impact
analysis.11 The second column shows
statistics for only the purchase-money
mortgages contained in that sample.
Approximately 40 percent of the affected
loans were purchase-money mortgages. The
final column shows statistics for only about
13,000 loans.
The table shows that potentially affected
borrowers had relatively high incomes. The
median 2012 household income for impacted
borrowers who took out purchase-money
mortgages was about $176,000—more than
three times the national median. Twenty-five
percent of such borrowers had household
incomes of more than $229,000.
In general, the potentially impacted
borrowers were attempting to either buy or
refinance relatively expensive homes. Across
all mortgage types, the median home value
was $550,000, while the median sales price
for purchased homes was around $520,000.
Twenty-five percent of borrowers were
attempting to buy homes valued at either
$649,000 or more.
Although Table 4 shows many of the
affected loans were in California, Illinois,
Texas, Florida, and Colorado, these states
collectively did not comprise a majority of
the impacted loans. Combined, these states
accounted for only about 40 percent of
affected loans, suggesting that the effects of
a loan purchase limit decline might have
been geographically dispersed.
Impact Analysis: A Note About Home Prices
In light of the limited number of affected
purchase-money mortgages, it would be
reasonable to assume the market effects of a
small loan purchase limit decline would be
modest. Given the millions of single-family
property transactions that occur each year in
11 Although Table 3 reported a total of about
32,000 potentially impacted loans, loan
characteristics for some impacted loans are not
observable. The absence of certain loan-level data
for Freddie Mac meant that some of the overall
impact was based on imputations; i.e., the specific
impacted loans were not identifiable. For the
purpose of analyzing impacted loans in Table 4
then, a sample was assembled that contained the
loans in the final Fannie Mae affected sample
(which were identifiable) plus a set of Freddie Mac
loans that were reasonably representative. The
Freddie Mac loans included were cases where the
borrower had either a FICO score of below 720 OR
a first-lien ratio of more than 80 percent. This
Freddie Mac sample captures some borrowers who
might not have been ultimately impacted (e.g.,
borrowers who had sufficient reserves to take out
an Enterprise-eligible loan) and excludes some
borrowers who might have been impacted (e.g.,
borrowers who had second liens that drove up their
CLTV values to above 80 percent). The effects of
this imperfect overlap on the representativeness of
the overall sample (i.e., the pooled sample of
Fannie Mae and Freddie Mac loans) should be
modest, however.
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this country, the influence that around
13,000 purchase-money mortgages might
have on home prices would seem to be
relatively small.
Though not conclusive, historical evidence
supports the expectation that the price effects
will be modest. Loan limits decreased in
certain high-cost areas in late 2011 with little
discernible impact on observable prices.
While no comprehensive analysis has been
conducted into the effects of that reduction,
post-reduction price increases—in many
cases large increases—were evident in many
of the most affected areas. For instance,
Washington, DC, Los Angeles, San Francisco,
and San Diego—cities that saw loan limit
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reductions of more than $100,000—
experienced price increases in the following
four quarters between 5.2 and 10.0 percent.
These appreciation rates compared positively
to the national appreciation over that period
of 4.0 percent.
The late-2011 loan purchase limit
reduction was geographically smaller in
scope than the one contemplated for 2014.12
In many areas, the 2011 loan limit declines
were much larger than the planned 2014 loan
purchase limit declines. Moreover, the 2011
reduction occurred in a fragile period for the
housing recovery and appeared to have a
limited impact during a fragile economic
recovery period. This suggests that the
impact of the contemplated 2014 loan limit
reduction may be quite limited.
BILLING CODE 8070–01–P
12 Prior
to the implementation of the 2011
reduction, a Mortgage Market Note was published
that found that roughly 50,000 Enterprise loans
with potentially affected loan amounts had been
originated in the prior year. The 50,000 estimate did
not include condominiums and properties in
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Planned Unit Developments—properties included
in the mortgage counts supplied in this analysis.
Even adjusting for those exclusions, however, the
scope of the 2011 loan limit reduction was
substantively smaller.
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77464
Federal Register / Vol. 78, No. 246 / Monday, December 23, 2013 / Notices
In connection with the application,
Applicant also has applied to engage in
extending credit and servicing loans,
pursuant to section 225.28(b)(1) of
Regulation Y.
[FR Doc. 2013–30477 Filed 12–20–13; 8:45 am]
BILLING CODE 8070–01–C
FEDERAL RESERVE SYSTEM
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Formations of, Acquisitions by, and
Mergers of Bank Holding Companies
The companies listed in this notice
have applied to the Board for approval,
pursuant to the Bank Holding Company
Act of 1956 (12 U.S.C. 1841 et seq.)
(BHC Act), Regulation Y (12 CFR Part
225), and all other applicable statutes
and regulations to become a bank
holding company and/or to acquire the
assets or the ownership of, control of, or
the power to vote shares of a bank or
bank holding company and all of the
banks and nonbanking companies
owned by the bank holding company,
including the companies listed below.
The applications listed below, as well
as other related filings required by the
Board, are available for immediate
inspection at the Federal Reserve Bank
indicated. The applications will also be
available for inspection at the offices of
the Board of Governors. Interested
persons may express their views in
writing on the standards enumerated in
the BHC Act (12 U.S.C. 1842(c)). If the
proposal also involves the acquisition of
a nonbanking company, the review also
includes whether the acquisition of the
nonbanking company complies with the
standards in section 4 of the BHC Act
(12 U.S.C. 1843). Unless otherwise
noted, nonbanking activities will be
conducted throughout the United States.
Unless otherwise noted, comments
regarding each of these applications
must be received at the Reserve Bank
indicated or the offices of the Board of
Governors not later than January 17,
2014.
A. Federal Reserve Bank of Atlanta
(Chapelle Davis, Assistant Vice
President) 1000 Peachtree Street NE.,
Atlanta, Georgia 30309:
1. First Florida Bancorp, Inc., Destin,
Florida; to become a bank holding
company by acquiring 100 percent of
the voting shares of First Florida Bank,
Destin, Florida.
B. Federal Reserve Bank of Chicago
(Colette A. Fried, Assistant Vice
President) 230 South LaSalle Street,
Chicago, Illinois 60690–1414:
1. Mid Illinois Bancorp, Inc.,
Employee Stock Ownership Plan,
Peoria, Illinois; to become a bank
holding company by acquiring at least
30 percent of the voting shares of Mid
Illinois Bancorp, Inc., and thereby
acquire voting shares of South Side
Trust and Savings Bank, Peoria, Illinois.
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77465
Board of Governors of the Federal Reserve
System, December 18, 2013.
Michael J. Lewandowski,
Associate Secretary of the Board.
Board of Governors of the Federal Reserve
System, December 18, 2013.
Michael J. Lewandowski,
Associate Secretary of the Board.
BILLING CODE 6210–01–P
[FR Doc. 2013–30479 Filed 12–20–13; 8:45 am]
[FR Doc. 2013–30480 Filed 12–20–13; 8:45 am]
DEPARTMENT OF HEALTH AND
HUMAN SERVICES
Office of the Secretary
BILLING CODE 6210–01–P
[Document Identifier: HHS–OS–20475–30D]
FEDERAL RESERVE SYSTEM
Notice of Proposals To Engage in or
To Acquire Companies Engaged in
Permissible Nonbanking Activities
Agency Information Collection
Activities; Submission to OMB for
Review and Approval; Public Comment
Request
Office of the Secretary, HHS.
Notice.
AGENCY:
The companies listed in this notice
have given notice under section 4 of the
Bank Holding Company Act (12 U.S.C.
1843) (BHC Act) and Regulation Y, (12
CFR part 225) to engage de novo, or to
acquire or control voting securities or
assets of a company, including the
companies listed below, that engages
either directly or through a subsidiary or
other company, in a nonbanking activity
that is listed in § 225.28 of Regulation Y
(12 CFR 225.28) or that the Board has
determined by Order to be closely
related to banking and permissible for
bank holding companies. Unless
otherwise noted, these activities will be
conducted throughout the United States.
Each notice is available for inspection
at the Federal Reserve Bank indicated.
The notice also will be available for
inspection at the offices of the Board of
Governors. Interested persons may
express their views in writing on the
question whether the proposal complies
with the standards of section 4 of the
BHC Act.
Unless otherwise noted, comments
regarding the applications must be
received at the Reserve Bank indicated
or the offices of the Board of Governors
not later than January 7, 2014.
A. Federal Reserve Bank of New York
(Ivan Hurwitz, Vice President) 33
Liberty Street, New York, New York
10045–0001:
1. CorpBanca, Santiago, Chile; to
engage de novo through its subsidiary,
CorpBanca Securities Inc., New York,
New York, in financial and investment
advisory activities and securities
brokerage, riskless principal and private
placement activities, pursuant to
sections 225.28(b)(6) and 225.28(b)(7)(i)
through (iii).
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ACTION:
In compliance with section
3507(a)(1)(D) of the Paperwork
Reduction Act of 1995, the Office of the
Secretary (OS), Department of Health
and Human Services, has submitted an
Information Collection Request (ICR),
described below, to the Office of
Management and Budget (OMB) for
review and approval. The ICR is for a
new collection. Comments submitted
during the first public review of this ICR
will be provided to OMB. OMB will
accept further comments from the
public on this ICR during the review
and approval period.
DATES: Comments on the ICR must be
received on or before January 22, 2014.
ADDRESSES: Submit your comments to
OIRA_submission@omb.eop.gov or via
facsimile to (202) 395–5806.
FOR FURTHER INFORMATION CONTACT:
Information Collection Clearance staff,
Information.CollectionClearance@
hhs.gov or (202) 690–6162.
SUPPLEMENTARY INFORMATION: When
submitting comments or requesting
information, please include the
Information Collection Request Title
and document identifier HHS–OS–
20475–30D for reference.
Information Collection Request Title:
Survey of Medical Care Providers for the
Evaluation of the Regional Extension
Center (REC) Program.
Abstract: This new, one-time data
collection activity is needed to collect
information from practices that are
utilizing assistance from the Regional
Extension Center program to implement
and meaningfully use health
information technology, as well as
practices that are not working with a
Regional Extension Center. The survey
data will be analyzed to determine
whether there is an association between
REC participation and the use of
SUMMARY:
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Agencies
[Federal Register Volume 78, Number 246 (Monday, December 23, 2013)]
[Notices]
[Pages 77450-77465]
From the Federal Register Online via the Government Printing Office [www.gpo.gov]
[FR Doc No: 2013-30477]
=======================================================================
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FEDERAL HOUSING FINANCE AGENCY
[No. 2013-N-18]
Fannie Mae and Freddie Mac Loan Purchase Limits: Request for
Public Input on Implementation Issues
AGENCY: Federal Housing Finance Agency.
ACTION: Notice; input accepted.
-----------------------------------------------------------------------
The Federal Housing Finance Agency (FHFA) is requesting public
input on implementation issues associated with a contemplated reduction
in loan purchase limits by the Federal National Mortgage Association
(Fannie Mae) and the Federal Home Loan Mortgage Corporation (Freddie
Mac) (together, the Enterprises). Each Enterprise must set its loan
purchase limits at or below the maximum limits, which are determined by
statutory formulas. The maximum limits for 2014 were published by FHFA
on November 26, 2013. A decrease in the Enterprises' loan limits below
the statutory maximums is one means of reducing the Enterprises'
financial market footprint pursuant to FHFA's Strategic Plan for
Enterprise Conservatorships. Other means of reducing the Enterprises'
footprint relate to their single-family mortgage guarantee business and
include increasing guarantee fees and engaging in risk-sharing
transactions.
The basic premise of these measures is as follows: with an
uncertain future and a desire for private capital to re-enter the
market, the Enterprises' market presence should be reduced gradually
over time. In addition, at the end of 2012, the amount of taxpayer
capital available to support the Enterprises' outstanding debt and
mortgage-backed securities obligations became fixed. Limiting their
risk exposure is vital to maintaining the adequacy of the remaining
capital support through the financial support agreements between the
Enterprises and the U.S. Department of the Treasury. Finally, a
taxpayer-backed conservatorship provides a significant subsidy to the
mortgage market that limits private capital participation and
underprices risk in the market.
The contemplated action described below is a plan and not a final
decision. The requested public input will be carefully reviewed before
FHFA decides whether and how to proceed with the planned reductions in
Freddie Mac's and Fannie Mae's loan purchase limits. In short, no final
decision on loan purchase limits will be made until all input is
reviewed. The changes contemplated in this Request for Public Input
will not affect loans originated before October 1, 2014.
The remainder of this Request for Public Input sets forth: FHFA's
legal authority for directing the Enterprises to set loan purchase
limits below the maximum loan limits; the planned approach to reduce
the Enterprises' loan limits; and a request for public input regarding
implementation of the plan. An appendix to this Request for Public
Input includes analysis describing the potential impact of the plan.
Background
FHFA's Legal Authority for Setting the Enterprises' Loan Purchase
Limits
In their chartering acts, the Enterprises are authorized to
purchase mortgages up to specified limits, as adjusted annually; 12
U.S.C. 1717(b) and 12 U.S.C. 1454(a). The statutes provide that each
Enterprise ``. . . shall establish limitations governing the maximum
original principal obligation of conventional mortgages that are
purchased by it. . . . Such limitations shall not exceed [the loan
limits] . . .''
[[Page 77451]]
The Housing and Economic Recovery Act of 2008 (HERA) establishes
the maximum loan limits that Fannie Mae and Freddie Mac are permitted
to set for mortgage acquisitions. HERA also requires an annual
adjustment to these maximums to reflect changes in the national average
home price. The maximum general limits are adjusted by a calculation of
year-over-year changes to the existing level of home prices. In recent
years, FHFA has not selected a specific index, but has noted that all
reasonable indexes have declined. On November 26, 2013, FHFA announced
maximum loan limits for 2014 and provided a description of the
methodology used in determining these limits. The Enterprises, under
their charters, then determine whether to set the next year's loan
purchase limits at or below the new maximums.
When the Enterprises are in conservatorship, FHFA, as conservator,
may take such action as may be: ``(i) necessary to put the regulated
entity in a sound and solvent condition; and (ii) appropriate to carry
on the business of the regulated entity and preserve and conserve the
assets and property of the regulated entity.'' 12 U.S.C. 4617(b)(2)(D).
In addition, FHFA may ``perform all functions of the regulated
entity in the name of the regulated entity which are consistent with
the appointment as conservator or receiver''; 12 U.S.C.
4617(b)(2)(B)(iii). FHFA's conservator obligation to preserve and
conserve the assets includes policies to reduce the Enterprises'
presence in the mortgage market and the risks in their business
activities. Exercising, as conservator, a business judgment on a core
business function of the Enterprises--setting levels of loan amounts
below the maximums eligible for purchase by the Enterprises--is
consistent with FHFA legal authorities. Therefore, the conservator's
legal authority and responsibility to ``carry on the business'' of the
Enterprises supports a decision to direct the setting of new and lower
loan purchase limits by the Enterprises.
A Plan for Setting Loan Purchase Limits Lower Than Statutory Maximum
Limits
As FHFA announced on November 26, 2013, the maximum loan limits in
2014 for one-unit properties range from $417,000 (the baseline limit)
in most locations to $625,500 (the ceiling limit) in certain high-cost
areas in the contiguous United States. In accordance with HERA, FHFA
will continue to calculate and announce the future annual adjustments
to the maximum loan limits in late November of each year.
As described above, the maximum loan limits represent upper bounds
to the sizes of loans that the Enterprises can purchase. Through its
authority as conservator, FHFA may direct each Enterprise to set new
loan purchase limits below the statutory maximum limits and below
current limits by the same percentage in every county and county-
equivalent area \1\ in the country. FHFA has developed a plan to
gradually reduce loan purchase limits by reducing the baseline loan
limit from $417,000 to $400,000, a 4.077 percent decline. The planned
ceiling limit in high-cost areas would be lowered by the same
percentage from $625,500 to $600,000.\2\ In areas where current
purchase limits lie between the baseline and ceiling limits, the
planned loan purchase limit would be decreased by the same percentage
as the baseline and ceiling purchase limits (i.e., 4.077 percent). The
new, lower, purchase limits would only affect loans originated after
October 1, 2014. Loans eligible for purchase before the reductions will
remain eligible in the future, regardless of whether they exceed the
new loan purchase limits.
---------------------------------------------------------------------------
\1\ ``County-equivalent'' areas include, for example, parishes
in Louisiana.
\2\ In Alaska, Hawaii, Guam, and the U.S. Virgin Islands, the
baseline and ceiling limits would be reduced to $600,000 and
$900,000 respectively.
---------------------------------------------------------------------------
As FHFA has noted previously, ample notice will be provided to the
market before any change in loan purchase limits would be implemented.
To meet that goal and provide an opportunity to receive input in
response to this Request for Public Input, the approach described above
will not, in any event, affect loans originated before October 1, 2014.
Request for Public Input: Implementation Questions
FHFA requests input from the public and interested parties on the
following questions associated with implementing the reduction of the
Enterprises' loan purchase limits just described:
1. FHFA has promised to provide at least six months advance notice
of any reduction of the loan purchase limit. If FHFA makes a
determination and announcement by, for example, March 20, would October
1 be a reasonable effective date, or would operational issues suggest
that an alternate or later date in 2014 would be preferable?
2. Assuming the Enterprises' loan limit reduction takes effect for
purchases of loans originated on or after October 1, 2014, should that
reduction be in effect for 12 months or 15 months? In other words, for
future announcements on any future change in the loan purchase limits,
is a January 1 origination date preferred, or should those
announcements be tied to the initial loan purchase limit reduction
date?
3. Is it preferable for the Enterprises to announce a multi-year
schedule of proposed decreases? If so, should it be a specific percent
per year, perhaps five percent, or a specific dollar reduction, perhaps
$20,000 each year?
4. Currently, there are several geographic areas with limits
between the current baseline loan limit of $417,000 and the ceiling
high-cost area limit of $625,500. The maximum limits in these areas are
tied to the median house price in those areas. Should FHFA tie future
reductions in loan purchase limits in those areas to changes in median
house prices in any way, or should reductions in those areas simply be
proportional to reductions in the baseline limit?
5. Currently, all loan limits are rounded to the nearest $50. Is
this appropriate, or should the loan purchase limits be set at even
multiples of either $1,000 or some other dollar amount for greater
simplicity?
FHFA will accept public input through its Office of Policy Analysis
and Research (OPAR), no later than March 20, 2014. Communications may
be addressed to Federal Housing Finance Agency, (OPAR), Constitution
Center, 400 Seventh Street SW., Ninth Floor, Washington, DC 20024, or
emailed to: loanpurchaselimitinput@fhfa.gov. Communications to FHFA may
be made public and posted without change on the FHFA Web site at https://www.fhfa.gov, and would include any personal information provided,
such as name, address (mailing and email), and telephone numbers.
Dated: December 17, 2013.
Edward J. DeMarco,
Acting Director, Federal Housing Finance Agency.
Appendix: Impact Analysis of Reductions in the Enterprises' Loan
Purchase Limits
This Appendix provides historical background on loan purchase
limits, as well as detail on how they have been calculated. Broadly
speaking, this background reveals that the current loan purchase
limits (which are set at the maximum loan limits) are historically
high and that certain implementation decisions have been made that,
in some locations, made those limits higher than they otherwise
would have been.
Further, this Appendix provides statistics showing the potential
market impact of reducing loan purchase limits by the magnitude
described in the Request for Public Input. The focus of the analysis
is on evaluating the number and types of borrowers that might have
been affected had lower loan purchase limits been in place in
[[Page 77452]]
2012. The evaluation of 2012 data provides a reasonable indication
of likely effects of loan purchase limit reductions in 2014. It is
not possible to know with certainty how a different loan purchase
limit regime will affect the market environment and specific
borrowers, but the analysis suggests a small decline in loan
purchase limits will have a modest impact.
Background: Baseline Loan Purchase Limit
Figure 1 plots the time trend in the historical loan purchase
limit for one-unit properties in the contiguous United States since
1992.\1\ The graph also shows changes in the ceiling loan limit that
has capped limits in certain high-cost areas since 2008. Between
2008 and late 2011, that ceiling was $729,750 for the contiguous
U.S. In October 2011, the ceiling was decreased to $625,500.
---------------------------------------------------------------------------
\1\ Unless otherwise stated, the loan limits discussed hereafter
will be for one-unit properties in the contiguous United States.
Loan limits in certain statutorily excepted areas--Alaska, Hawaii,
Guam, and the U.S. Virgin Islands--are higher, but have trended in
the same way as limits for the rest of the country.
---------------------------------------------------------------------------
Figure 1 reveals that the baseline loan limit of $417,000 is at
its historical peak. To provide context for the relative size of the
loan limit increases shown in Figure 1, Figure 2 plots the growth in
baseline loan limits against the growth in several other economic
metrics, including median household incomes, consumer prices, and
median U.S. home values. The respective values for each of these
variables are normalized in the graph so that the value in 1992 for
each variable is set equal to 100.
The graph clearly shows the elevated nature of current limits.
At $417,000, the 2013 baseline loan limit, for instance, was 206
percent of its level in 1992. The ``ceiling'' loan limit--the
highest loan purchase limit in high-cost areas--was 309 percent of
the 1992 limit. By contrast, 2013 data for median home values,
inflation, and median household income indicate that those metrics
this year have been between 163 percent and 180 percent of their
1992 levels.
Background: Calculation of Loan Purchase Limits in High-Cost Areas
While Figures 1 and 2 provide some indication of the elevated
nature of loan limits, they only address the baseline and ceiling
loan limits. They do not evaluate the actual calculations that have
determined maximum loan limits in high-cost areas. It can be shown
that specific implementation decisions have made maximum loan limits
higher than they otherwise would be in many high-cost areas. In
conservatorship, the Enterprises have set their loan purchase limits
equal to the statutory maximum loan limits.
Since 2008, maximum loan limits in high-cost areas have been
statutorily set as a function of median local home values. Under
HERA, the maximum loan limit in high-cost areas is 115 percent of
the local median home value. The resulting limit is bounded between
$417,000 and $625,500.
Because maximum loan limits are determined by median home
values, the precise method used for estimating median home values
can have a significant impact on the actual maximum loan limit.
Since 2008, for determining maximum loan limits, FHFA has used
median home values produced by the U.S. Department of Housing and
Urban Development (HUD).\2\ FHFA has used the HUD-generated median
home values because they have full geographic coverage. That is,
median home value statistics are included for all counties across
the country--something no other single source provides. Also, the
introduction of a set of median home values different from those
produced by HUD might generate confusion among market
participants.\3\
---------------------------------------------------------------------------
\2\ HUD computes median home values for the purpose of
determining FHA loan limits.
\3\ For example, a divergence in the median values used by HUD
and FHFA would have meant that, for some years, FHA and Enterprise
loan limits would have differed despite the fact that the respective
loan-limit formulas were generally the same.
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Although HUD's methodology for calculating median values is
positive in many respects, for many counties, one of the steps in
the process makes Enterprise maximum loan limits, which are based on
those median values, quite high relative to what the specific
county-level data would suggest.
By law, when determining median home values for counties in
Metropolitan and Micropolitan Statistical Areas, HUD's calculation
must implement a ``high-cost county rule'' (HCCR). Under the HCCR,
median home values for counties in Metropolitan and Micropolitan
areas must reflect the median values in the highest-cost component
county. To illustrate--for a Metropolitan Statistical Area (MSA)
comprised of 10 counties, HUD begins by separately estimating median
home values in each of the 10 counties. Then, after finding the
highest of those 10 values, HUD assigns that highest value to all 10
counties in the MSA.
The HCCR tends to lead to an overstatement of local median home
values. Washington, DC provides a good example. The two dozen county
and county-equivalent areas that comprise the Washington, DC
metropolitan area are diverse in terms of their median home values.
Over the last several years, median home values in the most
expensive counties have been around $600,000, whereas homes values
in lower-priced areas were in the $200,000-$300,000 range. If
pooled, transactions from the metropolitan area's counties would
have generated a DC-wide median home value of roughly $300,000-
$400,000. (The precise median home value would have varied over time
and would depend on certain technical decisions). Had this median
value been used for determination of the maximum loan limit, the
area's loan limit likely would have been no higher than $460,000.
Because the HCCR was applied, however, the median home value used
for the entire metropolitan area was approximately $600,000, which
is the median home price in the most expensive county. This means
that the maximum Washington, DC loan limit was determined to be
$625,500 for the last few years.
Seattle, which is comprised of three counties, including King
County (the most expensive) is another example of where actual
effects have been present. According to the National Association of
Realtors, which does not apply a HCCR in computing median home
values, the Seattle-area median was around $300,000 in 2012 and just
under that in preceding years. With these median home values, the
associated HERA maximum loan limit would have been $417,000. By
contrast, because the HCCR only made use of transactions information
for King County, where median home values were $400,000 and above,
the loan limit for the entire metropolitan area was much higher at
$506,000.
However, the overstatement in many places has had no impact on
loan limits. In those metropolitan areas, the overstated median home
value still was significantly below $362,600, which is the threshold
value below which the maximum loan limit is merely set at the
baseline level of $417,000.
Impact Analysis: Estimates
Given the elevated nature of existing loan purchase limits,
analyzing the possible impact of a loan purchase limit decline is
important. This impact analysis evaluates an across-the board
decline--i.e., one that reduces loan purchase limits by the same
4.077 percentage in every county and county-equivalent area \4\ in
the country. Per the planned declines, the baseline loan limit is
reduced from $417,000 to $400,000, while the ceiling limit is
reduced from $625,500 to $600,000.\5\ In areas where loan limits are
bounded by the baseline and ceiling, the loan limit has been reduced
by the same percentage.\6\
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\4\ ``County-equivalent'' areas include, for example, parishes
in Louisiana.
\5\ In Alaska, Hawaii, Guam, and the U.S. Virgin Islands, the
baseline and ceiling limits are reduced to $600,000 and $900,000
respectively.
\6\ ($400,000 - $417,000)/$417,000 = -.04077.
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It is impossible to know with certainty the impact these
reductions will have in 2014, but one analysis entails counting the
number of acquired Enterprise mortgages with loan amounts above the
lower loan purchase limits. Using a database of Enterprise loan
acquisitions from 2012, Table 1 shows loan counts by state for the
number of Enterprise-guaranteed mortgages with original loan amounts
above the planned lower limits. Table 2 shows counts for 25 large
Metropolitan Statistical Areas.
Table 1 reveals that, in 2012, roughly 170,000 Enterprise
mortgages had original loan balances above the lower loan limits
described in the Request for Public Input. This represented roughly
2.9 percent of total Enterprise mortgage acquisitions during 2012.
About 50,000 purchase-money mortgages had balances above the lower
limits.
Across states and MSAs, the share of mortgages with original
balances near the applicable current loan purchase limit varied
significantly. In Colorado--a state with a relatively large share of
potentially impacted loans--roughly 6 percent of Enterprise
mortgages (about 9,300 mortgages) had original balances above the
reduced loan purchase limit. By contrast, only about one percent of
mortgages in West Virginia and
[[Page 77453]]
Alaska had balances in the affected range. Because loan amounts tend
to be higher in urban areas than they are in states, the data in
Table 2 reflect slightly larger shares of affected loans for MSAs.
The shares of potentially impacted loans still remain relatively
modest.
As indicated earlier, the mortgage counts reflected in the
tables likely represent a substantial overstatement of the number of
borrowers that might have been unable to obtain an Enterprise-
eligible loan, or could be unable to do so in 2014. If loan purchase
limits had been lower in 2012, some borrowers who took out loans in
excess of the lower limit may have been able to modify their plans
and borrow less (i.e., might still have taken out an Enterprise-
eligible loan). In other words, whether by either increasing down
payment or by taking out a larger second mortgage, some borrowers
still would have had the ability to take out a loan that met the
lower purchase limit.
A different and more sophisticated analysis would investigate,
statistically, the relationship between the loan limit and the
distribution of loan amounts. Not surprisingly, a large number of
acquired Enterprise loans in 2012 had balances of exactly $417,000.
Developing a statistical model that evaluates the size of the spike
in the loan count that occurs at exactly the current loan limit
would be valuable for estimating the size of the spike that would
occur under a lower loan purchase limit. Unlike the prior impact
analysis--which assumes that a borrower with a $417,000 mortgage
would not have obtained an Enterprise-eligible loan if the limit
were $416,999 or lower (i.e., the loan would have been
``eliminated'')--a statistical model can implicitly account for
borrower adjustments that would take place.
FHFA has been working on a model that might be used for such a
purpose. While crude, a preliminary analysis suggests impact
estimates that are roughly half of those produced in the simple
approach.
Impact Analysis: Loan-Level Inspection
Although a statistical model would represent an improvement over
simply counting mortgages in the affected range, an alternative
analysis--one that makes use of loan-level information available to
FHFA--is also available. Loan-level data can be used to identify
options that would have been available to borrowers had loan
purchase limits been lower. In doing so, one can remove from the set
of eliminated loans mortgages for which borrowers would have had
effective ways of responding to lower loan purchase limits. For
example, data showing borrower cash reserves can be used to identify
borrowers who, in response to a reduced loan purchase limit, would
have had the demonstrated capacity to take out a smaller mortgage.
Also, information about FICO scores and the loan-to-value ratio at
origination can be used to identify borrowers who likely could have
qualified for jumbo mortgages. Because interest rates for jumbo
mortgages were only modestly higher than rates for Enterprise
mortgages,\7\ the ``impact'' of a borrower receiving a jumbo
mortgage as opposed to an Enterprise mortgage would have been
minimal. In this analysis, such borrowers are therefore excluded
from the counts of impacted borrowers.
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\7\ Indeed, in some recent periods, the spread in mortgage rates
has been zero or negative (i.e., jumbo rates have actually been
lower than rates for Enterprise eligible loans).
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Using loan-level data, Table 3 shows the results of this more
comprehensive approach for assessing the expected impact. The first
row in the table repeats the impact number that was produced in the
crude analysis--169,939. The second row estimates the number of
mortgages that would have had balances above the new loan purchase
limit and had combined loan-to-value (CLTV) ratios and FICO levels
that may have made it difficult for the borrower to obtain jumbo
financing.\8\ Loans with FICO scores of either less than 720 or CLTV
ratios above 80 percent were assumed to present potential
difficulties.\9\ The third row uses available information on
borrower cash-on-hand to eliminate from the remaining sample
borrowers who may have had the ability to take out a smaller
mortgage.\10\
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\8\ The CLTV is the sum of all original loan amounts--including
balances for first and second mortgages originated--divided by the
value of the property.
\9\ Second liens information is readily available for Fannie Mae
loans; however, second liens data for Freddie Mac loans are
incomplete. Accordingly, a factor derived from Fannie Mae data was
used to produce an estimate for Freddie Mac. Specifically, Fannie
Mae data indicated that, among mortgages with good FICO scores and
with first liens that represented either 80 percent or less of the
property value, only about 5 percent had second liens that may have
hindered access to jumbo mortgages (i.e., the CLTV would have
exceeded 80 percent). The number of Freddie Mac loans with favorable
FICO and CLTV values was thus assumed to be 95 percent of the number
of Freddie Mac having a FICO of 720 and with a first-lien LTV ratio
of 80 percent or below.
\10\ Because cash reserves data are unavailable for Freddie Mac,
to arrive at its final impact estimate (that omits loans with
sufficient cash reserves)--an imputation was used. Consistent with
available data for Fannie Mae, it was assumed that roughly 24
percent of Freddie Mac's jumbo-ineligible loans had sufficient cash
reserves.
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Ultimately, after the various filters are applied, row 3 of
Table 3 shows roughly 32,000 remaining mortgages. This means that,
after accounting for loan characteristics and recognizing that jumbo
financing would have been a reasonable alternative for many
borrowers, the final impact of a loan purchase limit reduction might
have only been about 32,000 loans. This figure is roughly 20 percent
of the original crude impact estimate. Assuming that approximately
8.4 million mortgages were originated in 2012, the number reflects
less than 0.4 percent of all 2012 loan originations.
It should be noted that the final impact analysis does not
account for the availability of mortgages endorsed by the Federal
Housing Administration (FHA). Some of the roughly 32,000 impacted
loans may have been able to obtain FHA financing. While borrower
costs would be higher (vis-[agrave]-vis Fannie Mae, Freddie Mac, and
jumbo loans), such borrowers would have obtained mortgage rates that
still were attractive from a historical perspective.
Impact Analysis: Characteristics of Impacted Loans
Table 4 attempts to answer: ``What types of borrowers and what
types of loans would be affected by the loan purchase limit
reductions?'' The table shows summary statistics for loans that the
more comprehensive impact analysis suggested might be affected. The
first column of the table shows summary data for roughly 32,000
loans identified in the comprehensive impact analysis.\11\ The
second column shows statistics for only the purchase-money mortgages
contained in that sample. Approximately 40 percent of the affected
loans were purchase-money mortgages. The final column shows
statistics for only about 13,000 loans.
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\11\ Although Table 3 reported a total of about 32,000
potentially impacted loans, loan characteristics for some impacted
loans are not observable. The absence of certain loan-level data for
Freddie Mac meant that some of the overall impact was based on
imputations; i.e., the specific impacted loans were not
identifiable. For the purpose of analyzing impacted loans in Table 4
then, a sample was assembled that contained the loans in the final
Fannie Mae affected sample (which were identifiable) plus a set of
Freddie Mac loans that were reasonably representative. The Freddie
Mac loans included were cases where the borrower had either a FICO
score of below 720 OR a first-lien ratio of more than 80 percent.
This Freddie Mac sample captures some borrowers who might not have
been ultimately impacted (e.g., borrowers who had sufficient
reserves to take out an Enterprise-eligible loan) and excludes some
borrowers who might have been impacted (e.g., borrowers who had
second liens that drove up their CLTV values to above 80 percent).
The effects of this imperfect overlap on the representativeness of
the overall sample (i.e., the pooled sample of Fannie Mae and
Freddie Mac loans) should be modest, however.
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The table shows that potentially affected borrowers had
relatively high incomes. The median 2012 household income for
impacted borrowers who took out purchase-money mortgages was about
$176,000--more than three times the national median. Twenty-five
percent of such borrowers had household incomes of more than
$229,000.
In general, the potentially impacted borrowers were attempting
to either buy or refinance relatively expensive homes. Across all
mortgage types, the median home value was $550,000, while the median
sales price for purchased homes was around $520,000. Twenty-five
percent of borrowers were attempting to buy homes valued at either
$649,000 or more.
Although Table 4 shows many of the affected loans were in
California, Illinois, Texas, Florida, and Colorado, these states
collectively did not comprise a majority of the impacted loans.
Combined, these states accounted for only about 40 percent of
affected loans, suggesting that the effects of a loan purchase limit
decline might have been geographically dispersed.
Impact Analysis: A Note About Home Prices
In light of the limited number of affected purchase-money
mortgages, it would be reasonable to assume the market effects of a
small loan purchase limit decline would be modest. Given the
millions of single-family property transactions that occur each year
in
[[Page 77454]]
this country, the influence that around 13,000 purchase-money
mortgages might have on home prices would seem to be relatively
small.
Though not conclusive, historical evidence supports the
expectation that the price effects will be modest. Loan limits
decreased in certain high-cost areas in late 2011 with little
discernible impact on observable prices. While no comprehensive
analysis has been conducted into the effects of that reduction,
post-reduction price increases--in many cases large increases--were
evident in many of the most affected areas. For instance,
Washington, DC, Los Angeles, San Francisco, and San Diego--cities
that saw loan limit reductions of more than $100,000--experienced
price increases in the following four quarters between 5.2 and 10.0
percent. These appreciation rates compared positively to the
national appreciation over that period of 4.0 percent.
The late-2011 loan purchase limit reduction was geographically
smaller in scope than the one contemplated for 2014.\12\ In many
areas, the 2011 loan limit declines were much larger than the
planned 2014 loan purchase limit declines. Moreover, the 2011
reduction occurred in a fragile period for the housing recovery and
appeared to have a limited impact during a fragile economic recovery
period. This suggests that the impact of the contemplated 2014 loan
limit reduction may be quite limited.
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\12\ Prior to the implementation of the 2011 reduction, a
Mortgage Market Note was published that found that roughly 50,000
Enterprise loans with potentially affected loan amounts had been
originated in the prior year. The 50,000 estimate did not include
condominiums and properties in Planned Unit Developments--properties
included in the mortgage counts supplied in this analysis. Even
adjusting for those exclusions, however, the scope of the 2011 loan
limit reduction was substantively smaller.
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[FR Doc. 2013-30477 Filed 12-20-13; 8:45 am]
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