The blind spot in residential mortgages : increasing default option value in the face of declining house prices
Bogie Ozdemir
| Year of publication: |
2024
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|---|---|
| Authors: | Ozdemir, Bogie |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 17.2024, 3, p. 258-285
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| Subject: | credit risk management | default option | LGD | loss given default | modelling | PD | probability of default | residential mortgages | stress testing | Hypothek | Mortgage | Kreditrisiko | Credit risk | Immobilienpreis | Real estate price | Wohnimmobilien | Residential real estate | Risikomanagement | Risk management | Insolvenz | Insolvency | Basler Akkord | Basel Accord | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015108279