The impact on loan-to-value on the default rate of residential mortgage-backed securities
Year of publication: |
September 2016
|
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Authors: | Otero-González, Luis ; Durán-Satomil, Pablo ; Lado-Sestayo, Rubén ; Vivel-Búa, Milagros |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 12.2016, 3, p. 1-13
|
Subject: | securitization | subprime | loan-to-value | default | conditional probability | Verbriefung | Securitization | Hypothek | Mortgage | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Asset-Backed Securities | Asset-backed securities | Finanzkrise | Financial crisis | Kreditwürdigkeit | Credit rating |
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