Global ETD Search
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Showing 1 to 3 of 3 for “"prepayment risk"”.
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Optimal Interest Rate for a Borrower with Estimated Default and Prepayment Risk
… a payment. Using a logit model, the default and prepayment risks are estimated as a function of interest rate. The "optimal" interest rate can be found where the profitability is maximized to the lender.
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FinTech mortgage lenders solving or exploiting a friction? evidence on risk layering and prepayment risk of conforming loans
… setup. First, Fintech loans tend to have more risk layers conditional on paying the same guarantee fee, which are charged 15 basis points less of interest rate but translate to 0.5% higher delinquency rate ex-post. Second, Fintech loans get prepaid more often (11%). They get cross-subsidies in …
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The Competing Risks of Prepayment and Default on the Single-Family Mortgage Market
… important to understand the competing risks of prepayment and default on the single-family mortgage market. This research studies the economic factors that affect the competing risks of prepayment and default in locations where the aggregate of the prepayment risk and the default risk …