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An innovative form of credit enhancement for securitized reverse mortgages : finding paths of cross-over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne-Marie - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 414-431
Persistent link: https://www.econbiz.de/10009788823
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An innovative form of credit enhancement for securitized reverse mortgages: Finding paths of cross-over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: Journal of Risk Finance 14 (2013) July, pp. 414-431
Purpose – One of the main risks to investors in securitized reverse mortgages is that the value of the reverse mortgage exceeds that of the property. The purpose of this paper is to develop a model that determines paths of constant cross-over points across any pairs of interest and inflation...
Persistent link: https://www.econbiz.de/10010815090
Cover Image
An innovative form of credit enhancement for securitized reverse mortgages: Finding paths of cross-over points isolated from changes in interest and inflation rates
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: Journal of Risk Finance 14 (2013) July, pp. 414-431
Purpose – One of the main risks to investors in securitized reverse mortgages is that the value of the reverse mortgage exceeds that of the property. The purpose of this paper is to develop a model that determines paths of constant cross-over points across any pairs of interest and inflation...
Persistent link: https://www.econbiz.de/10010691545
Cover Image
An innovative form of credit enhancement for securitized reverse mortgages
Ortiz, Carlos E.; Stone, Charles A.; Zissu, Anne - In: The Journal of Risk Finance 14 (2013) 4, pp. 414-431
Purpose – One of the main risks to investors in securitized reverse mortgages is that the value of the reverse mortgage exceeds that of the property. The purpose of this paper is to develop a model that determines paths of constant cross‐over points across any pairs of interest and inflation...
Persistent link: https://www.econbiz.de/10014901889