THE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY

The article deals with key points of the mortgage securities analysis. The system-dynamic model of early repayment of credits included in mortgage cover was developed. The model allows to assess the impact of the speed of early repayment on appeal of securities and to find out principle risks which...

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Bibliographic Details
Main Authors: Vasiliy M. Kartvelishvili, Anna V. Nikolaeva
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2017-09-01
Series:Вестник Российского экономического университета имени Г. В. Плеханова
Subjects:
Online Access:https://vest.rea.ru/jour/article/view/225