MODELING OF QUALITY OF THE PORTFOLIO OF SECURED MORTGAGE LOANS

Authors

  • Ирина Александровна Смоляк Финансовая Академия при Правительстве РФ Автор

Keywords:

secured mortgage loans, probability of non-payment, level of additional maintenance, security, pool

Abstract

By means of a method of mathematical modeling the level of reserved means on a pool of secured mortgage loans, necessary for improvement of credit quality of an analyzed portfolio of loans, and, as consequence, increases of a credit rating appropriated to a pool is defined that, in turn, increases investment appeal of the credits of securities let out on a given portfolio

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References

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Criteria for rating Residential Mortgage Securitizations in Emerging Markets - EEMEA. RMBS EEMEA Criteria Report. 30.09.08. / Режим доступа: http://www.fitchratings.com.

Published

2010-05-15

Issue

Vol. 4 No. 3 (2010)

Section

Articles

How to Cite

MODELING OF QUALITY OF THE PORTFOLIO OF SECURED MORTGAGE LOANS. (2010). Science Outpost, 4(3), 141-144. https://forpost-nauki.owebs.ru/article/view/4167