Proposal for calculating regulatory capital requirements for reverse mortgages
Year of publication: |
2023
|
---|---|
Authors: | Fuente, Iván de la ; Navarro Arribas, Eliseo ; Serna, Gregorio |
Published in: |
Socio-economic planning sciences : the international journal of public sector decision-making. - Amsterdam [u.a.] : Elsevier, ISSN 0038-0121, ZDB-ID 208905-1. - Vol. 88.2023, p. 1-10
|
Subject: | Reverse mortgages | Option pricing | Mortality modeling | House price modeling | Interest rate risk | Regulatory capital requirements | Basler Akkord | Basel Accord | Optionspreistheorie | Option pricing theory | Hypothek | Mortgage | Immobilienpreis | Real estate price | Zins | Interest rate | Sterblichkeit | Mortality | Umkehrhypothek | Reverse mortgage |
-
Estimating regulatory capital requirements for reverse mortgages : an international comparison
Fuente, Iván de la, (2021)
-
Dai, Tian-Shyr, (2023)
-
Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework
Li, Jackie, (2019)
- More ...
-
Estimating regulatory capital requirements for reverse mortgages : an international comparison
Fuente, Iván de la, (2021)
-
Fuente, Iván de la, (2018)
-
Análisis y gestión del riesgo de interés
Meneu Ferrer, Vicente, (1992)
- More ...