Title: Prediction model of mortgage prepayment risk
Abstract: Due to the change in bank's attitudes towards mortgage prepayment risk, as well as increasing valuation needs for the mortgage-backed securities, the prediction on individual mortgage prepayment behavior is becoming more and more indispensable. This paper analyzes the main factors influencing Chinese mortgage-loan prepayment from a modeling perspective. Based on unexpected events, sale, inheritance and other investment income, a prepayment prediction model was established to assist commercial banks in managing the individual mortgage effectively, and to hasten the development of Chinese mortgage-backed securities.
Publication Year: 2013
Publication Date: 2013-07-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot