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Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 287 (2020) 2, pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
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The impact of different default triggers on CMBS risk evaluation
Christopoulos, Andreas D. - In: Journal of investment management : JOIM 15 (2017) 2, pp. 65-91
Persistent link: https://www.econbiz.de/10011700690
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Assessing the impact of hurricane frequency and intensity on mortgage delinquency
Rossi, Clifford V. - In: Journal of risk management in financial institutions 14 (2020/2021) 4, pp. 426-442
Persistent link: https://www.econbiz.de/10012818434
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Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards
Lin, Che-chun; Prather, Larry J.; Chu, Ting-heng; Tsay, … - In: International review of financial analysis 27 (2013), pp. 115-122
Persistent link: https://www.econbiz.de/10009736923
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
to holders of commercial mortgage-backed securities (CMBS). Using detailed micro data, we show that cash flow shocks … during the COVID-19 pandemic predict CRE mortgage delinquency, especially those stemming from lease expiration of offices …
Persistent link: https://www.econbiz.de/10015062908
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Insurers monitor shocks to collateral : micro evidence from mortgage-backed securities
Fetzer, Thiemo; Guin, Benjamin; Netto, Felipe; Saidi, Farzad - 2024
to holders of commercial mortgage-backed securities (CMBS). Using detailed micro data, we show that cash flow shocks … during the COVID-19 pandemic predict CRE mortgage delinquency, especially those stemming from lease expiration of offices …
Persistent link: https://www.econbiz.de/10015061135
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Management of financial risks in Slovak enterprisesusing regression analysis
Valaskova, Katarina; Kliestik, Tomas; Kovacova, Maria - In: Oeconomia Copernicana 9 (2018) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10012229081
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Credit risk scoring model for consumer financing : logistic regression method
Ismawati, Isti Yuli; Faturohman, Taufik - In: Comparative analysis of trade and finance in emerging …, (pp. 167-189). 2023
Persistent link: https://www.econbiz.de/10014317291
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Confidence intervals for probabilities of default
Hanson, Samuel G.; Schuermann, Til - In: Journal of banking & finance 30 (2006) 8, pp. 2281-2301
Persistent link: https://www.econbiz.de/10003355794
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Modelling correlations in credit portfolio risk
Rosenow, Bernd; Weißbach, Rafael - In: Journal of risk management in financial institutions 3 (2009/10) 1, pp. 16-30
Persistent link: https://www.econbiz.de/10003939667