Bankruptcy Law Questions? Ask a Bankruptcy Lawyer.
If you continued to make payments during and after the bankruptcy, the debt has been reaffirmed regardless of whether there's a document that says "reaffirmation agreement" in the file.
If you're in default, the lender still has the right to foreclose. Also, the lender is not required to do a loan modification.
The bank is wrong that this document is necessary. The reaffirmation of the debt is not about signing a piece of paper, it is about your actions in paying the note throughout the bankruptcy. If they accepted your payments, the debt has been reaffirmed.
However, if a reaffirmation agreement was executed, it should be in your bankruptcy file at the court clerk's office. You can contact the clerk and ask for a copy.
The following link confirms my point that you don't have to sign a reaffirmation agreement to reaffirm a debt: http://www.wieb.uscourts.gov/docs/reaffirmation_agreement_packet-1.pdf (See "Should I Reaffirm A Debt?"). You can reaffirm voluntarily without a written agreement.
Nevertheless, if you did sign a reaffirmation agreement, it has to be approved by the judge and filed in the court record. Thus, if you signed one, you can get a copy from the court clerk.