DocumentCode
2205985
Title
Applicability Analysis of the Models on Prepayment
Author
Tan, Xueyan ; Li, Jiayu
Author_Institution
Sch. of Humanities & Economic Manage., China Univ. of Geosci. (Beijing), Beijing, China
fYear
2009
fDate
26-28 Dec. 2009
Firstpage
4211
Lastpage
4213
Abstract
Prepayment risk of the residential mortgage has gradually become important to commercial banks. It affects banks´ income, disturbs cash flow management, triggers reinvesting risk and blocks the process of securitization. This paper states four main methods of constructing empirical models, focuses on analyzing their applicability in China and finally comes to a conclusion that an econometric model is a suitable choice.
Keywords
econometrics; applicability analysis; cash flow management; commercial banks; econometric model; prepayment models; residential mortgage; Conference management; Econometrics; Economic forecasting; Economic indicators; Information analysis; Information science; Loans and mortgages; Predictive models; Risk analysis; Risk management;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Science and Engineering (ICISE), 2009 1st International Conference on
Conference_Location
Nanjing
Print_ISBN
978-1-4244-4909-5
Type
conf
DOI
10.1109/ICISE.2009.322
Filename
5454453
Link To Document