Sökning: "mortgage-backed securities"
Hittade 4 uppsatser innehållade orden mortgage-backed securities.
1. A multi-gene symbolic regression approach for predicting LGD : A benchmark comparative study
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för matematik och matematisk statistikSammanfattning : Under the Basel accords for measuring regulatory capital requirements, the set of credit risk parameters probability of default (PD), exposure at default (EAD) and loss given default (LGD) are measured with own estimates by the internal rating based approach. The estimated parameters are also the foundation of understanding the actual risk in a banks credit portfolio. LÄS MER
2. The Capital Structure of Swedish banks -Development after a financial crisis
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : Background and problem: This study investigates the effects of the financial crisis of 2007- 2008, a crisis partly caused by mortgage backed securities. Banks had a large part in the developments taking place in the years after the outbreak of the crisis in 2007, as many banks had an excessively low capital base, involving too much risk in its businesses. LÄS MER
3. Reclassifications of financial intstruments in the Nordic countries : The effects of the reclassification amendments on Nordic banks financial statements of 2008 and 2009
Magister-uppsats, IHH, Redovisning och finansieringSammanfattning : Due to the apparent global economic conditions, at the end of 2008, the International Accounting Standards Board (IASB) issued amendments to IAS 39 Financial instruments: recognition and measurement and IFRS 7 Financial instruments: disclosures in October and November, 2008. The amendments allow banks to reclassify their non-derivative financial instruments in rare circumstances. LÄS MER
4. Predicting a credit crisis: House price influence on the real estate mortgage default decision
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : The thesis evaluates how house price development can indicate risk of mortgage defaults. This leads to conclusions about the capability that the method of the thesis has in predicting mortgage default related crises. The questions asked regard which states in the U.S. LÄS MER