Essays about: "mortgage rate"

Showing result 11 - 15 of 51 essays containing the words mortgage rate.

  1. 11. SUPPORT VECTOR MACHINE VS. LOGISTIC REGRESSION FOR PREDICTING MORTGAGE DEFAULTS

    University essay from Lunds universitet/Matematisk statistik

    Author : Aram Olvbo; [2021]
    Keywords : Technology and Engineering;

    Abstract : Mortgage loan providers estimate the credit risks it caries when approving a mortgage loan to their clients. Further, defaulting a mortgage loan is a risk that has been calculated through decades using statistical models. READ MORE

  3. 12. Impact of Forward-Looking Macroeconomic Information on Expected Credit Losses According to IFRS 9

    University essay from KTH/Matematik (Avd.)

    Author : Christian Corfitsen; [2021]
    Keywords : IFRS 9; Expected credit loss; ECL; VAR; Vector Autoregression; Forecasting; Impulse Response Analysis; Forecast Error Variance Decomposition; IFRS 9; Expected credit loss; ECL; VAR; Vektorautoregression; Prognostisering; Impulsresponsanalys; Forecast error variance decomposition;

    Abstract : In this master thesis, the impact of forward-looking macroeconomic information under IFRS 9 is studied using fictional data from a Swedish mortgage loan portfolio. The study employs a time series analysis approach and employs vector autoregression models to model expected credit loss parameters with multiple incorporated macroeconomic parameters. READ MORE

  4. 13. APARTMENT PRICES IN SWEDEN : An analysis of determinants of tenant-owned apartment prices

    University essay from Umeå universitet/Nationalekonomi

    Author : Erica Eikner; [2021]
    Keywords : ;

    Abstract : Real estate prices have during the last two decades seen a large increase. The increased prices together with more regulations of mortgages have created a market where it is difficult to enter. Moreover, a low rate of construction, resulting in a low supply of apartments have further created an exclusive market. READ MORE

  5. 14. 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

  6. 15. Modelling Swedish bond market activity : A liquidity proxy using potential and executed trades

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

    Author : Therese Lin; [2020]
    Keywords : Government bonds; Mortgage bonds; Swedish bond market; Liquidity proxy; Investor activity; Potential trading; Svenska obligationsmarknaden; Likviditet; Aktivitet; Potentiell handel;

    Abstract : Bond markets are crucial for the stability and efficiency of the national financial system. Low liquidity prevents market developments and makes investors reluctant to trade actively. It is therefore crucial to maintain liquidity in bond markets. READ MORE