Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards
Year of publication: |
2013
|
---|---|
Authors: | Lin, Che-chun ; Prather, Larry J. ; Chu, Ting-heng ; Tsay, Jing-tang |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 27.2013, p. 115-122
|
Subject: | Payment shock | Credit risk | Default option | Systematic risk | Risk-based capital | Kreditrisiko | Basler Akkord | Basel Accord | Hypothek | Mortgage | Insolvenz | Insolvency | Schock | Shock | Bankrisiko | Bank risk | Kreditwürdigkeit | Credit rating | Risikomanagement | Risk management |
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