Essays about: "MORTGAGE FINANCE"

Showing result 1 - 5 of 17 essays containing the words MORTGAGE FINANCE.

  1. 1. A multi-gene symbolic regression approach for predicting LGD : A benchmark comparative study

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Hanna Tuoremaa; [2023]
    Keywords : Symbolic regression; loss given default; credit risk; logit transformed regression; beta regression; multi-gene genetic programming; regression tree;

    Abstract : Under the Basel accords for measuring regulatory capital requirements, the set of credit risk parameters probability of default (PD), exposure at default (EAD) and loss given default (LGD) are measured with own estimates by the internal rating based approach. The estimated parameters are also the foundation of understanding the actual risk in a banks credit portfolio. READ MORE

  3. 2. Housing Finance and the Transmission of Mortgage Spread Shocks

    University essay from Uppsala universitet/Nationalekonomiska institutionen

    Author : Denise Hansson; [2020]
    Keywords : Mortgage spread; credit supply; housing demand; monetary policy; business cycle;

    Abstract : Credit market frictions, captured by mortgage spreads, are potentially an equally important driver behind mortgage rate innovations as monetary policy. Possibly a significant driver of business cycles. Yet, the effect of such shocks on the economy has barely received any attention in empirical research. READ MORE

  4. 3. Shared Ownership : A vehicle for property investments and decreased household indebtedness and increased affordability

    University essay from KTH/Fastigheter och byggande

    Author : Waldemar Jansson; [2018]
    Keywords : Shared Ownership Model; Sweden; Hyrköp av bostad; Sverige;

    Abstract : There is a housing shortage in attractive urban areas in Europe and Sweden. The waiting lists for affordable rental housing are increasing and that in turn creates pressure on owner-occupied housing. Inflated asset prices and household debt have become a major concern for policy makers. READ MORE

  5. 4. Mortgage funds : Examining the emergence of new mortgage finance methods in Sweden

    University essay from KTH/Industriell ekonomi och organisation (Inst.)

    Author : Abdul Betts; [2018]
    Keywords : Mortgage funds; disintermediation; financial innovation; mortgage market competition; Bolånefonder; disintermediering; finansiell innovation; konkurrens;

    Abstract : Recent reports from the Swedish Financial supervisory authority and the Swedish competition agency suggest that while bank profitability is high in Sweden, the dominant position of a handful of actors have created a situation where consumers are left displeased. The mortgage market has been highlighted as one of the most concerning markets and yet, gross margins on mortgages are reaching record levels. READ MORE

  6. 5. Did the Covered Bond Issuance Act decrease the required yield of bonds issued to finance mortgage lending?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Alejandro Herdin Hallmen; Jonas Sjöman; [2017]
    Keywords : Covered bond; Covered Bond Issuance Act; Financing cost; Mortgage bond; Mortgage lending;

    Abstract : This paper examines the impact of the Covered Bond Issuance Act in Sweden. We argue that covered bonds exhibit a lower required yield than conventional mortgage bonds, which can reduce the financing cost of mortgage lending for banks. READ MORE