Essays about: "Fabian Carlsson"

Found 1 essay containing the words Fabian Carlsson.

  1. 1. My word is my bond. Risk assessment of the Swedish mortgage portfolio

    University essay from Göteborgs universitet/Graduate School

    Author : Robert Vannerberg; Fabian Carlsson; [2017-07-25]
    Keywords : Swedish Mortgage Portfolio; Covered Bond; Cover Pool; House Price risk; Mortgage risk; Credit risk; Liquidity risk;

    Abstract : In this thesis, we investigate risks in the Swedish mortgage portfolio, namely Swedish covered bonds, in a housing market decline. We develop a stress-model which estimates mortgages that needs to be withdrawn from the cover pool to honor the covered bond contract. READ MORE