Estimating regulatory capital requirements for reverse mortgages : an international comparison
Year of publication: |
2021
|
---|---|
Authors: | Fuente, Iván de la ; Navarro Arribas, Eliseo ; Serna, Gregorio |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 74.2021, p. 239-252
|
Subject: | House price modeling | Mortality modeling | No-negative-equity guarantee | Option pricing | Regulatory capital requirements | Reverse mortgages | Basler Akkord | Basel Accord | Hypothek | Mortgage | Immobilienpreis | Real estate price | Optionspreistheorie | Option pricing theory | Umkehrhypothek | Reverse mortgage | Sterblichkeit | Mortality | Wohneigentum | Homeownership | Kreditrisiko | Credit risk | Kapitalbedarf | Capital requirements |
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