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1. 1. My word is my bond. Risk assessment of the Swedish mortgage portfolio

   Master-uppsats, Göteborgs universitet/Graduate School

   Författare :Robert Vannerberg; Fabian Carlsson; [2017-07-25]
   Nyckelord :Swedish Mortgage Portfolio; Covered Bond; Cover Pool; House Price risk; Mortgage risk; Credit risk; Liquidity risk;

   Sammanfattning : In this thesis, we investigate risks in the Swedish mortgage portfolio, namely Swedish covered bonds, in a housing market decline. We develop a stress-model which estimates mortgages that needs to be withdrawn from the cover pool to honor the covered bond contract. LÄS MER