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Assessing credit risk of mortgage lending using MACBETH : a methodological framework

Ferreira, Fernando Alberto Freitas; Santos, Sérgio P.; … - In: Management decision : MD 52 (2014) 2, pp. 182-206

decision process of mortgage loans. Design/methodology/approach: Multiple criteria decision analysis (MCDA) has proved over the … categorical based evaluation technique (MACBETH) to a pre-established structure of credit-scoring criteria for mortgage lending … accurate mortgage-lending risk-evaluation system. The sensitivity and robustness analyses carried out also helped in promoting …

Persistent link: https://www.econbiz.de/10010354277

A credit scoring model for SMEs using AHP and TOPSIS

Roy, Pranith Kumar; Shaw, Krishnendu - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 372-391

Persistent link: https://www.econbiz.de/10014253210

Credit risk management of property investments through multi-criteria indicators

Locurcio, Marco; Tajani, Francesco; Morano, Pierluigi; … - In: Risks : open access journal 9 (2021) 6, pp. 1-36

The economic crisis of 2008 has highlighted the ineffectiveness of the banks in their disbursement of mortgages which caused the spread of Non-Performing Loans (NPLs) with underlying real estate. With the methods stated by the Basel III agreements, aimed at improving the capital requirements of...

Persistent link: https://www.econbiz.de/10012597716

Comparing patterns of default among prime and subprime mortgages

Amromin, Gene; Paulson, Anna Louise - In: Economic perspectives 32 (2009) 2, pp. 18-37

Persistent link: https://www.econbiz.de/10003845379

Comparing Patterns of Default Among Prime and Subprime Mortgages

Amromin, Gene - 2009

This article compares default patterns among prime and subprime mortgages, analyzes the factors correlated with default, and examines how forecasts of defaults are affected by alternative assumptions about trends in home prices. The authors find that extremely pessimistic forecasts of home price...

Persistent link: https://www.econbiz.de/10013159717