Browsing by Subject "Subprime mortgage crisis"
Now showing items 1-3 of 3
-
Bank loan pricing and profitability and their connections with Basel II and the subprime mortgage crisis
(North-West University, 2008)A topical issue in financial economics is the development of appropriate stochastic dynamic models for banking items and behavior. The issue here is to fulfill the need to generalize the more traditional discrete-time ... -
Optimal mortgage loan securitization and the subprime crisis
(Springer, 2010)We analyze the process of mortgage loan securitization that has been a root cause of the current subprime mortgage crisis (SMC). In particular, we solve an optimal securitization problem for banks that has the cash outflow ... -
The subprime mortgage crisis : asset securitization and interbank lending
(North-West University, 2009)Subprime residential mortgage loan securitization and its associated risks have been a major topic of discussion since the onset of the subprime mortgage crisis (SMC) in 2007. In this regard, the thesis addresses the issues ...