Essays about: "Mortgage loan"

Showing result 1 - 5 of 27 essays containing the words Mortgage loan.

  1. 1. The Effect of Monetary Policy On Divorce: Evidence From Australia Between 2007 And 2018

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Chung Shun Man; [2023]
    Keywords : Monetary policy; Fixed-variable rate Mortgage; Divorce; Australia;

    Abstract : The effect of monetary policy on divorce has implications on intra-household resource allocation and inequality. This thesis utilizes the HILDA data in Australia between 2007 and 2018. It has identified three potentially unexpected monetary policy shocks that could affect marital status. READ MORE

  3. 2. Economic Capital Models : Methods for fitting loss distributions

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

    Author : William Fritzell; [2023]
    Keywords : Economic Capital; Distribution fitting; MCMC;

    Abstract : The thesis provides a well-researched classical approach to fit and predict the losses (extreme) for Lloyds Bank’s Dutch mortgage portfolio, their defaulted Dutch mortgage portfolio, and their German personal and car loan portfolio. This is a crucial piece for quantification of the economic loss, required for effective credit risk management by the Bank. READ MORE

  4. 3. A Mixed-Method Case Study of Swedish Loan Officers' Mortgage Credit Decisions

    University essay from Uppsala universitet/Företagsekonomiska institutionen

    Author : Leonard Ekberg; [2022]
    Keywords : Loan Officers; Judgment; Mortgage Credit Decisions; Inconsistency;

    Abstract : This thesis purpose was to examine to what extent and why loan officers’ judgment influence mortgage credit decisions. A mixed method was used to collect primary data from loan officers’ at a Swedish commercial bank. READ MORE

  5. 4. Expect the Unexpected: Measuring Noise & Bias in the Credit Assessment Process

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Jacob Skoglund; Leonard Ekberg; Pontus Govenius; [2022]
    Keywords : mortgage; credit assessment; loan officer; decision-making; bias; noise; kreditgivningsprocess; kredithandläggare; beslutsfattande; Business and Economics;

    Abstract : The purpose of the thesis is to measure how bias impacts loan officers’ decision-making upon assessing mortgage applications and the level of noise embedded within the process. Quantitative data were collected from 15 loan officers working at three different branches at Handelsbanken answering a questionnaire based on fictional mortgage applications. READ MORE

  6. 5. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

    University essay from Lunds universitet/Matematisk statistik

    Author : Jan Müller; [2022]
    Keywords : Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

    Abstract : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. READ MORE