Essays about: "U.S. mortgage market"

Found 5 essays containing the words U.S. mortgage market.

  1. 1. Default Prediction of a Swedish Mortgage Portfolio using Logistic Regression

    University essay from KTH/Matematisk statistik

    Author : Stephanie Holm; Sara Stegare; [2017]
    Keywords : ;

    Abstract : This thesis was conducted to investigate what factors are important for a financial institute when predicting the risk of default for a Swedish mortgage portfolio. The applied method was logistic regression analysis and the data used in the thesis was received from a Swedish financial institute. READ MORE

  3. 2. A Study of a Relationship Between The U.S. Stock Market and Emerging Stock Markets in Southeast Asia

    University essay from Linnéuniversitetet/Institutionen för nationalekonomi och statistik (NS)

    Author : Tanyatorn Suppakittiwong; Sornsita Aimprasittichai; [2015]
    Keywords : Stock Market Integration; Structural Break; The Subprime Crisis; Diversification; Co-Movement; Gregory and Hansen Cointegration Test; Error Correction Model ECM ;

    Abstract : Resulting from the deregulation and prosperity of the economic and financial sectors in Asia during 1980s, a significant increase in cross-bordered financial transactions ultimately accelerated the region of Southeast Asia to be on a process of financial integration and consequently diminished opportunities for portfolio diversification. Financial Integration is a multidimensional process through which allocation of financial assets becomes lastly borderless. READ MORE

  4. 3. Reviewing the financial crisis: A descriptive analysis of the turmoil in financial markets 2007-2009

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Axel Jacobsson; Philip Nordenström; [2009]
    Keywords : subprime mortgages; leverage; structured finance; securitization; Structured Investment Vehicles;

    Abstract : The global financial crisis that originated in 2007 is commonly claimed to have been caused by subprime mortgages and a real-estate price bubble in the U.S. READ MORE

  5. 4. Unfolding the Subprime Crisis: A study on the origin of a global crisis

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Staffan Unge; Anna Gustavson; [2008]
    Keywords : Subprime crisis; U.S. mortgage market; CDO; securitization; bond valuation;

    Abstract : This study examines the subprime crisis, and more specifically, possible causes behind the misjudgements in the evaluation of downgraded structured-finance products collateralizing subprime mortgages. These subprime CDOs were created in order to meet the demand for high-yield products and customized to fit a broad investor base. READ MORE

  6. 5. Predicting a credit crisis: House price influence on the real estate mortgage default decision

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Johannes Forss Sandahl; [2008]
    Keywords : credit risk; Securitisation; housing market; Mortgage default risk; mortgage; mortgage backed securities; test about two variances; discrete-time simulation; credit crunch; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Abstract : The thesis evaluates how house price development can indicate risk of mortgage defaults. This leads to conclusions about the capability that the method of the thesis has in predicting mortgage default related crises. The questions asked regard which states in the U.S. READ MORE