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Managing Risk in Mortgage Portfolios

By: Alex O. Williams (Author)

Manufacture on Demand

Ksh 13,050.00

Format: Hardback or Cased Book

ISBN-13: 9780899300580

Publisher: Bloomsbury Publishing Plc

Publication Date: Dec 4th, 1987

Dimension: 23.50 x 15.60 x 51.00 cms

Category: Property & real estate

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He then examines four systems for analyzing portfolio risk: the regression method of mortgage risk analysis, the linear probability model, cohort analysis of delinquency risk, and a discriminant functional classification model used to measure default risk.

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