Essays about: "mortgage"

Showing result 6 - 10 of 129 essays containing the word mortgage.

1. 6. Housing prices in Swedish municipalities : A study using Error correction model

   University essay from Umeå universitet/Nationalekonomi

   Author : Julieta Nazaretyan; [2023]
   Keywords : ;

   Abstract : The housing market is one of the markets that is regularly noticed by publications, studies and in people's everyday lives. Making an investment in the housing market is a big step associated with large sums that require some thought and financial planning. READ MORE

3. 7. Opening The Gates to The Swedish Mortgage Market - A Study on How the Recent Emergence of Mortgage Credit Companies Affects Real Interest Rates in Sweden

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Hanna Eriksson; Ludvig Höjman; [2023]
   Keywords : Mortgage credit companies; Lag 2016:1024; average mortgage interest rate; policy rate transmission;

   Abstract : This paper examines the impact of the emergence of mortgage credit companies (MCCs) on real mortgage interest rates in Sweden. Our results reveal that MCCs exert downward pressure on average mortgage interest rates for the whole market and monetary financial institutions (MFIs), with statistical significance for most interest rate fixation periods. READ MORE

4. 8. Unconventional Monetary Policy in Scandinavia: A Local Projection Analysis of House Prices

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Saga Karlsson; Liza Tchibalina; [2023]
   Keywords : Unconventional Monetary Policy; House Prices; Mortgage Interest Rates Transmission Mechanisms; Local Projections; Scandinavia; Business and Economics;

   Abstract : This paper investigates the spillover effects of unconventional and conventional monetary policy measures on house prices in Denmark, Norway, and Sweden. Two notable results were found using the local projections method and data, including the years of the Covid Pandemic and the Invasion of Ukraine. READ MORE

5. 9. 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

6. 10. 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