The blind spot in residential mortgages : increasing default option value in the face of declining house prices
Year of publication: |
2024
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Authors: | Ozdemir, Bogie |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8895, ZDB-ID 2439841-X. - Vol. 17.2024, 3, p. 258-285
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Subject: | credit risk management | default option | LGD | loss given default | modelling | PD | probability of default | residential mortgages | stress testing | Kreditrisiko | Credit risk | Hypothek | Mortgage | Immobilienpreis | Real estate price | Insolvenz | Insolvency | Wohnimmobilien | Residential real estate | Optionspreistheorie | Option pricing theory | Basler Akkord | Basel Accord |
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