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Who enters the foreclosure process?
Doviak, Eric; MacDonald, Sean - Volkswirtschaftliche Fakultät, … - 2011
Since February 2010, detailed information on every home mortgage default and foreclosure in New York State must be … principal balances may reduce the foreclosure rate, but might have an adverse effect on the mortgage industry. Given the …
Persistent link: https://www.econbiz.de/10009353841
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An econometric model to quantify benchmark downturn LGD on residential mortgages
Morone, Marco; Cornaglia, Anna - Volkswirtschaftliche Fakultät, … - 2010
The paper describes a theoretical approach to determine the downturn LGD for residential mortgages, which is compliant with the regulatory requirement and thus suited to be used for validation, at least as it can give benchmark results. The link between default rates and recovery rates is in...
Persistent link: https://www.econbiz.de/10008674261
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Линейки ссудо-сберегательных тарифных планов: обобщение идеи стройсберкасс.
Polterovich, Victor; Starkov, Oleg; Ilinskiy, Dmitry - Volkswirtschaftliche Fakultät, … - 2014
bank accounts «linking» these two mortgage institutions. We consider properties of lines of SLTP and develop a model for … efficiency of the mortgage system rises for all involved agents – consumers, banks and governments. Finally we analyze the impact …
Persistent link: https://www.econbiz.de/10011111442
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Burnout from pools to loans: Modeling refinancing prepayments as a self-selection process
Gan, Jumwu - Volkswirtschaftliche Fakultät, … - 2009
a mortgage cohort remembers the level of the previous mortgage rate troughs experienced by the cohort. This is a general … prepayment of a cohort is a dynamic self-selection process that evolves by itself according to the encountered mortgage rate …
Persistent link: https://www.econbiz.de/10005668404