This paper analyzes the problems of credit risk modeling of residential mortgage lending in Russia. Using unique … mortgage loan and macro data from a regional branch of the Agency of Home Mortgage Lending (2008-2012), we find that borrower … and mortgage loan characteristics affect the loan performance and play an important role in predicting default as well as …

incentives for regional operators of government mortgage loans perform poorly. We use loan-level data of issued mortgage by one …This research analyses the process of lending from Russian state-owned mortgage provider. Two-level lending and … insurance of mortgage system lead to substantially higher default rates for insured loans. This means that underwriting …

/value: The survey results not only show the achievements of mortgage lending in Russia in recent years, but also provide valuable … at developing methods and ways to improve the processes of bank asset securitization in Russia. Design … separately considers mortgage and non-mortgage securitization, conducts a discrete analysis of regulatory changes in …