Createspace Independent Publishing Platform
Loss Given Default of High Loan-to-Value Residential Mortgages
Product Code:
9781505309805
ISBN13:
9781505309805
Condition:
New
$18.37
Loss Given Default of High Loan-to-Value Residential Mortgages
$18.37
This paper studies residential mortgage loss given default using a large set of historical loan-level default and recovery data of high loan-to-value mortgages from several private mortgage insurance companies. We show that loss given default can largely be explained by various characteristics associated with the loan, the underlying property, and the default, foreclosure, and settlement process.
| Author: Office of the Comptroller of the Currenc |
| Publisher: Createspace Independent Publishing Platform |
| Publication Date: Dec 31, 2014 |
| Number of Pages: 38 pages |
| Binding: Paperback or Softback |
| ISBN-10: 1505309808 |
| ISBN-13: 9781505309805 |
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