This dataset is compiled by Andersen et al. (2015). It covers the 5 largest mortgage banks with an aggregated market share of 94.2% of the market value of all mortgages in Denmark. The data contain the personal identification number of borrowers, as well as a mortgage id, and information on the terms of the mortgage (principal, outstanding principal, coupon, annual fees, maturity, loan-to-value, issue date, etc) The mortgage data are available annually from 2009 to 2011.