Essays about: "House Price risk"

Showing result 11 - 15 of 31 essays containing the words House Price risk.

  1. 11. Decomposing the Term Structure of Housing Risk: Implications of Market Segmentation and Liquidity

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : August Hansson; Olov Ryding Hallin; [2018]
    Keywords : Housing risk; Real estate returns; Liquidity; House price index; Household finance;

    Abstract : This paper studies the empirical properties of the term structure of total housing risk in Sweden using a particularly rich dataset of housing transactions. We contrast recent studies by showing that, even after ten years, 75% of the total variation in housing returns will be attributable to the idiosyncratic shock. READ MORE

  3. 12. Reverse stress testing approaches based on multivariate normality

    University essay from Umeå universitet/Institutionen för fysik

    Author : Isabelle Niemi; [2018]
    Keywords : Reverse stress test; clearing house;

    Abstract : Reverse stress testing is a way of finding a combination of market risk factors, called a scenario, that leads to a specific loss for e.g. a portfolio. A market risk factor can for example be a stock return. READ MORE

  4. 13. 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 We develop a stress-model which estimates mortgages that needs to be withdrawn from the cover pool to honor the covered bond contract.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

  5. 14. What is the Real Cost of Purchasing? - A comparison between purchasing offshore and purchasing nearshore

    University essay from Lunds universitet/Industriell Produktion

    Author : Johannes Gustafsson; Maria Alström; [2017]
    Keywords : cost management; nearshore; offshore; purchasing management; risk management; production; Technology and Engineering;

    Abstract : The product price given when producing offshore is not the entire truth and more companies decide to move their offshore production nearshore (Stentoft et. al, 2016). To measure the actual cost of producing many more parameters than visible costs needs to be taken account for. READ MORE

  6. 15. How much does architecture affect the willingness to pay? - A comparison between 1970s and 1920s architecture and its impact on today’s architecture.

    University essay from KTH/Fastigheter och byggande

    Author : Helen Andersson; Louise Granudd; [2016]
    Keywords : Architecture; willingness to pay; purchasing power; Swedish grace; “miljonprgrammet”; Arkitekturstil; betalningsvilja; köpkraft; Swedish grace; miljonprogrammet;

    Abstract : If you ask any person for his opinion about "miljonprogrammet", most would answer that it is the largest architectural failure in modern times. The housing shortage meant that numerous buildings had to be built quickly and the architecture was neglected. READ MORE