Modelling and forecasting UK mortgage arrears and possessions
This paper presents new models for aggregate UK data on mortgage possessions (foreclosures) and mortgage arrears (payment delinquencies). The innovations include the treatment of difficuly to observe variations in loan quality and shifts in forbearance policy by lenders, by common latent variables...
| Main Authors: | , |
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| פורמט: | Working paper |
| יצא לאור: |
University of Oxford
2010
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פריטים דומים
Rent arrears and their implications in public housing
מאת: Salleh, Nor Aini, et al.
יצא לאור: (2008)
מאת: Salleh, Nor Aini, et al.
יצא לאור: (2008)