Essays about: "mortgage backed securities"

Found 4 essays containing the words mortgage backed securities.

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. The Capital Structure of Swedish banks -Development after a financial crisis

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Victor Nilsson; Joakim Nordström; [2013-09-09]
   Keywords : Basel Accords; Basel Committee; Capital structure; Financial crisis; Liquidity; ;

   Abstract : Background and problem: This study investigates the effects of the financial crisis of 2007- 2008, a crisis partly caused by mortgage backed securities. Banks had a large part in the developments taking place in the years after the outbreak of the crisis in 2007, as many banks had an excessively low capital base, involving too much risk in its businesses. READ MORE

4. 3. Reclassifications of financial intstruments in the Nordic countries : The effects of the reclassification amendments on Nordic banks financial statements of 2008 and 2009

   University essay from IHH, Redovisning och finansiering

   Author : Madeleine Sturk; Marina Valkonen Evertsson; [2010]
   Keywords : Asset-backed securities; collateralized debt obligations; fair-value; financial instruments; IAS 32; IAS 39; IFRS 7; amendments to IAS 39 IFRS 7; mortgage-backed securities; global financial crisis of 2008 09.;

   Abstract : Due to the apparent global economic conditions, at the end of 2008, the International Accounting Standards Board (IASB) issued amendments to IAS 39 Financial instruments: recognition and measurement and IFRS 7 Financial instruments: disclosures in October and November, 2008. The amendments allow banks to reclassify their non-derivative financial instruments in rare circumstances. READ MORE

5. 4. 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