典型的州及其对抵押贷款贷款的风险
1Department of Accounting and Finance, College of Business, Texas A&M University-Commerce, Office #2078, 8750 North Central Expressway, Dallas, TX 75231 USA.
概括
本研究介绍了一种抵押贷款模型,用于评估失业和住房市场下滑等风险. 它有助于了解这些因素如何影响贷款违约率和借款人的偿还能力.
科学领域:
- 金融数学 金融数学
- 风险管理 风险管理
- 计量经济学 计量经济学
背景情况:
- 抵押贷款容易受到影响还款的各种风险.
- 劳动力市场波动和住房市场波动构成重大威胁.
- 对于贷款人和借款人来说,了解这些风险至关重要.
研究的目的:
- 开发一个分区模型来评估抵押贷款风险.
- 分析系统性和特异性风险对贷款违约率的影响.
- 调查住房市场崩对借款人的激励措施的影响.
主要方法:
- 构建一个分区模型,跟踪贷款状态和风险.
- 包括与就业相关的风险 (系统性和特异性).
- 建模住房市场崩情景及其影响.
主要成果:
- 该模型量化了从就业和住房市场因素中产生的违约风险.
- 模拟可以在各种条件下证明模型的功能.
- 敏感性分析提供了对风险因素影响的见解.
结论:
- 拟议的模型为分析抵押贷款风险提供了一个框架.
- 它有助于理解在经济压力下借款人的行为.
- 潜在的扩展可以进一步完善风险评估和管理.
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