New York TIMES / January 24, 2010
Economic View
Underwater, but Will They Leave the Pool?

By RICHARD H. THALER

MUCH has been said about the high rate of home foreclosures, but the
most interesting question may be this: Why is the mortgage default
rate so low?

After all, millions of American homeowners are “underwater,” meaning
that they owe more on their mortgages than their homes are worth. In
Nevada, nearly two-thirds of homeowners are in this category. Yet most
of them are dutifully continuing to pay their mortgages, despite
substantial financial incentives for walking away from them.

A family that financed the entire purchase of a $600,000 home in 2006
could now find itself still owing most of that mortgage, even though
the home is now worth only $300,000. The family could rent a similar
home for much less than its monthly mortgage payment, saving thousands
of dollars a year and hundreds of thousands over a decade.

Some homeowners may keep paying because they think it’s immoral to
default. This view has been reinforced by government officials like
former Treasury Secretary Henry M. Paulson Jr., who while in office
said that anyone who walked away from a mortgage would be “simply a
speculator — and one who is not honoring his obligation.” (The irony
of a former investment banker denouncing speculation seems to have
been lost on him.)

But does this really come down to a question of morality?

A provocative paper by Brent White, a law professor at the University
of Arizona, makes the case that borrowers are actually suffering from
a “norm asymmetry.” In other words, they think they are obligated to
repay their loans even if it is not in their financial interest to do
so, while their lenders are free to do whatever maximizes profits.
It’s as if borrowers are playing in a poker game in which they are the
only ones who think bluffing is unethical.

That norm might have been appropriate when the lender was the local
banker. More commonly these days, however, the loan was initiated by
an aggressive mortgage broker who maximized his fees at the expense of
the borrower’s costs, while the debt was packaged and sold to
investors who bought mortgage-backed securities in the hope of earning
high returns, using models that predicted possible default rates.

The morality argument is especially weak in a state like California or
Arizona, where mortgages are so-called nonrecourse loans. That means
the mortgage is secured by the home itself; in a default, the lender
has no claim on a borrower’s other possessions. Nonrecourse mortgages
may be viewed as financial transactions in which the borrower has the
explicit option of giving the lender the keys to the house and walking
away. Under these circumstances, deciding whether to default might be
no more controversial than deciding whether to claim insurance after
your house burns down. ...

Morality aside, there are other factors deterring “strategic
defaults,” whether in recourse or nonrecourse states. These include
the economic and emotional costs of giving up one’s home and moving,
the perceived social stigma of defaulting, and a serious hit to a
borrower’s credit rating. Still, if they added up these costs, many
households might find them to be far less than the cost of paying off
an underwater mortgage.

[perceived social stigma fades into a commitment to morality and
White's "norm asymmetry." I'd guess this asymmetry is a result of the
fact that the lenders are organized to maximize profits and the
borrowers are people, who are much to complex to describe in mere
maximization terms. ]

An important implication is that we could be facing another wave of
foreclosures, spurred less by spells of unemployment and more by
strategic thinking. Research shows that bankruptcies and foreclosures
are “contagious.” People are less likely to think it’s immoral to walk
away from their home if they know others who have done so. And if
enough people do it, the stigma begins to erode.

A spurt of strategic defaults in a neighborhood might also reduce some
other psychic costs. For example, defaulting is more attractive if I
can rent a nearby house that is much like mine (whose owner has also
defaulted) without taking my children away from their friends and
their school.

So far, lenders have been reluctant to renegotiate mortgages, and
government programs to stimulate renegotiation have not gained much
traction. ...

[of course, if conditions change drastically or bad conditions persist
too long, the norm asymmetry could be blown away. It's then more of a
war of each against all... unless there is collective organization.]

-- 
Jim Devine / "Segui il tuo corso, e lascia dir le genti." (Go your own
way and let people talk.) -- Karl, paraphrasing Dante.
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