Keyword: mortgages

Found 9 papers in total
Adjustable and fixed interest rates mortgage markets modelling
Adjustable and fixed interest rates mortgage markets modelling
2014,
Due to recent developments in credit markets, the interdependencies among fixed rate...
The economy and loss given default: evidence from two UK retail lending data sets
The economy and loss given default: evidence from two UK retail lending data sets
2014,
Loss given default (LGD) models predict losses as a proportion of the outstanding...
Predicting loss given default (LGD) for residential mortgage loans: A two‐stage model and empirical evidence for UK bank data
Predicting loss given default (LGD) for residential mortgage loans: A two‐stage model and empirical evidence for UK bank data
2012,
With the implementation of the Basel II regulatory framework, it became increasingly...
Application of survival analysis to cash flow modelling for mortgage products
Application of survival analysis to cash flow modelling for mortgage products
2010,
In this article, we describe the construction and implementation of a pricing model...
Optimal mortgage loan securitization and the subprime crisis
Optimal mortgage loan securitization and the subprime crisis
2009,
We analyze the process of mortgage loan securitization that has been a root cause of...
A comprehensive model for managing credit risk on home mortgage portfolios
A comprehensive model for managing credit risk on home mortgage portfolios
1996,
Managing credit risk in financial institutions requires the ability to forecast...
Optimal prepayment of Dutch mortgages
Optimal prepayment of Dutch mortgages
2007,
Valuation of the prepayment option in Dutch mortgages is complicated. In the...
Determination of loan interest rate considering bankruptcy and mortgage collection costs
Determination of loan interest rate considering bankruptcy and mortgage collection costs
2002,
Particularly in Japan, risk management relating to bankruptcy of financed enterprises...
Cash flow models for pricing mortgages
Cash flow models for pricing mortgages
2001,
A number of recent trends have led academics and practitioners to question the...
Papers per page: