Proposal for calculating regulatory capital requirements for reverse mortgages
Iván de la Fuente, Eliseo Navarro, Gregorio Serna
| Year of publication: |
2023
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| Authors: | Fuente, Iván de la ; Navarro Arribas, Eliseo ; Serna, Gregorio |
| Published in: |
Socio-economic planning sciences : the international journal of public sector decision-making. - Amsterdam [u.a.] : Elsevier, ISSN 0038-0121, ZDB-ID 208905-1. - Vol. 88.2023, p. 1-10
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| Subject: | Reverse mortgages | Option pricing | Mortality modeling | House price modeling | Interest rate risk | Regulatory capital requirements | Basler Akkord | Basel Accord | Immobilienpreis | Real estate price | Optionspreistheorie | Option pricing theory | Hypothek | Mortgage | Umkehrhypothek | Reverse mortgage | Sterblichkeit | Mortality | Zinsrisiko | Wohneigentum | Homeownership | Zins | Interest rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.seps.2023.101659 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014380377