Matches in SemOpenAlex for { <https://semopenalex.org/work/W1550734267> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W1550734267 abstract "Option-based models of mortgage default posit that the central measure of default risk is the loan-to-value (LVT) ratio. We argue, however, that an unrecognized problem with extending the basic option model to exisiting multifamily and commercial mortgages is that key variables in the option model are endogenous to the loan origination and property sale process. This endogeneity implies, amoung other things, that no emperical relation may be observed between default and LTV. This is because lenders may require lower LTVs in order to mitigate risk so mortgages with low and moderate LTVs may be as likely to default as those with high LTVs. Mindful of this risk endogeneity and its emperical implications, we examine the default experience of 9,639 multifamily mortgage loans securitized by the Resolution Trust Corporation (RTC) and the Federal Deposit Insurance Corporation (FDIC) during the period 1991-1996. The extensive nature of the data supports multivariate analysis of default incidence in a number of respects not possible in previous studies." @default.
- W1550734267 created "2016-06-24" @default.
- W1550734267 creator A5031098986 @default.
- W1550734267 creator A5031139861 @default.
- W1550734267 creator A5062535970 @default.
- W1550734267 creator A5091715616 @default.
- W1550734267 date "2001-01-01" @default.
- W1550734267 modified "2023-09-28" @default.
- W1550734267 title "Determinants of Multifamily Mortgage Default" @default.
- W1550734267 cites W1511540101 @default.
- W1550734267 cites W1544131700 @default.
- W1550734267 cites W1570893503 @default.
- W1550734267 cites W2036940550 @default.
- W1550734267 doi "https://doi.org/10.2139/ssrn.170088" @default.
- W1550734267 hasPublicationYear "2001" @default.
- W1550734267 type Work @default.
- W1550734267 sameAs 1550734267 @default.
- W1550734267 citedByCount "17" @default.
- W1550734267 countsByYear W15507342672012 @default.
- W1550734267 countsByYear W15507342672013 @default.
- W1550734267 countsByYear W15507342672015 @default.
- W1550734267 crossrefType "journal-article" @default.
- W1550734267 hasAuthorship W1550734267A5031098986 @default.
- W1550734267 hasAuthorship W1550734267A5031139861 @default.
- W1550734267 hasAuthorship W1550734267A5062535970 @default.
- W1550734267 hasAuthorship W1550734267A5091715616 @default.
- W1550734267 hasConcept C10138342 @default.
- W1550734267 hasConcept C144133560 @default.
- W1550734267 hasConcept C149782125 @default.
- W1550734267 hasConcept C162118730 @default.
- W1550734267 hasConcept C162324750 @default.
- W1550734267 hasConcept C165060548 @default.
- W1550734267 hasConcept C178350159 @default.
- W1550734267 hasConcept C22738907 @default.
- W1550734267 hasConcept C2777764128 @default.
- W1550734267 hasConcept C2777910564 @default.
- W1550734267 hasConcept C2984055962 @default.
- W1550734267 hasConcept C610760 @default.
- W1550734267 hasConcept C68799949 @default.
- W1550734267 hasConcept C69637215 @default.
- W1550734267 hasConcept C73283319 @default.
- W1550734267 hasConcept C82279013 @default.
- W1550734267 hasConcept C97330809 @default.
- W1550734267 hasConceptScore W1550734267C10138342 @default.
- W1550734267 hasConceptScore W1550734267C144133560 @default.
- W1550734267 hasConceptScore W1550734267C149782125 @default.
- W1550734267 hasConceptScore W1550734267C162118730 @default.
- W1550734267 hasConceptScore W1550734267C162324750 @default.
- W1550734267 hasConceptScore W1550734267C165060548 @default.
- W1550734267 hasConceptScore W1550734267C178350159 @default.
- W1550734267 hasConceptScore W1550734267C22738907 @default.
- W1550734267 hasConceptScore W1550734267C2777764128 @default.
- W1550734267 hasConceptScore W1550734267C2777910564 @default.
- W1550734267 hasConceptScore W1550734267C2984055962 @default.
- W1550734267 hasConceptScore W1550734267C610760 @default.
- W1550734267 hasConceptScore W1550734267C68799949 @default.
- W1550734267 hasConceptScore W1550734267C69637215 @default.
- W1550734267 hasConceptScore W1550734267C73283319 @default.
- W1550734267 hasConceptScore W1550734267C82279013 @default.
- W1550734267 hasConceptScore W1550734267C97330809 @default.
- W1550734267 hasLocation W15507342671 @default.
- W1550734267 hasOpenAccess W1550734267 @default.
- W1550734267 hasPrimaryLocation W15507342671 @default.
- W1550734267 hasRelatedWork W1563957755 @default.
- W1550734267 hasRelatedWork W1572688267 @default.
- W1550734267 hasRelatedWork W1979303052 @default.
- W1550734267 hasRelatedWork W2026804439 @default.
- W1550734267 hasRelatedWork W2086618172 @default.
- W1550734267 hasRelatedWork W2113679958 @default.
- W1550734267 hasRelatedWork W2134062971 @default.
- W1550734267 hasRelatedWork W2163412263 @default.
- W1550734267 hasRelatedWork W2428396036 @default.
- W1550734267 hasRelatedWork W2559091920 @default.
- W1550734267 hasRelatedWork W2752648295 @default.
- W1550734267 hasRelatedWork W3121350831 @default.
- W1550734267 hasRelatedWork W3121687468 @default.
- W1550734267 hasRelatedWork W3122194672 @default.
- W1550734267 hasRelatedWork W3123256822 @default.
- W1550734267 hasRelatedWork W3125699782 @default.
- W1550734267 hasRelatedWork W3125778203 @default.
- W1550734267 hasRelatedWork W3125805341 @default.
- W1550734267 hasRelatedWork W58312330 @default.
- W1550734267 hasRelatedWork W3122274095 @default.
- W1550734267 isParatext "false" @default.
- W1550734267 isRetracted "false" @default.
- W1550734267 magId "1550734267" @default.
- W1550734267 workType "article" @default.