ABSTRACT This research aims at evaluating the risk of home loan, financial institutions generally think that makes enterprises to grant the loan and have a big risk in recent years , turning to and developing consumption financial transaction one after another, the personal home loan has already become the strategic point of every financial institution. The characteristic of the home loan is small for amount of money , there are many pieces , need to spend a large amount of manpower maintaining business operation , so it is fast and clear to verify the way , avoid lacking subjectively and reduce the risk , namely become one of the keys whether this business could be succeeded in promoting. So, the financial institution should set up a set of objective just awarding the way of evaluating the risk, is it verify personnel check and ratify loan amount fast, interest rate and award creed one while being other to help, reach the quantity, the goals of the standardization and automation. This research regards a domestic commercial bank as the main research object, and owe the parent in order to sample of case that is put of all loans now at present with this bank , 2431 normal samples , 381 bad samples of the above three months overdue , total 2812, and award the basic materials of the borrower of forms contained of letter application , and Joint Credit Information Center seek the credit materials that letter in the center inquires is the research range , analyse the background of different borrowers and overdue relation that make loans. Research this real example result can be summed up for as follows. The parameter of risk of showing of the loan is the sex, the age, academic credentials, grace period, family's annual income, round number of the borrowed money, the number of the cash card, interest rate, guarantee debts, whether it is the housing loan of a large number of types, collateral kind

Depository institutions must properly manage their liquidity to meet daily cash needs, to deal with a decline in the relative size of the industry, and to avoid the possibility of a bank run. Members of the Federal Home Loan Bank System can use the Advance Program to enhance their liquidity and simultaneously limit some of the interest rate risk associated with mortgage lending and mortgage related securities. This study investigates which factors influence the decision to use the Advance program and which factors influence the volume of Advances held by participating thrifts. A logistic regression analysis is used to evaluate which variables significantly impact a thrift's decision to use the FHLB Advance Program. A multiple linear regression model of thrifts with FHLB Advances measures which variables significantly affect the level of Advances held by thrift institutions. Fed Funds Borrowed .and Repo Agreements Sold was found to have a negative impact on the decision of a thrift to have FHLB Advances. Total Assets ( + ), Equity (-), Deposits Less Than $100,000 (-), and Deposits Greater Than $100,000 (-) were all found to have a significant influence on both the decision to have Advances and the volume of Advances held.

This dissertation examines several aspects of U.S. financial institutions’ real estate-related activity. The first two essays examine the impact of Federal Home Loan Bank (FHLB) membership and funding on bank and thrift holding company (BHC and THC) risk and returns. The first essay uses risk measures derived from BHC and THC stock prices, while the second essay uses risk measures based upon BHC and THC bond prices. The third essay studies the impact of BHC investment in real estate on risk and returns using measures based on stock prices. In the first essay, BHC and THC stock portfolios are formed along several dimensions. Bivariate generalized autoregressive conditional heteroskedasticity (GARCH) models are estimated to produce measures of total risk, market risk, and interest rate risk for the time period from the beginning of 2001 through 2009. Two sets of results related to FHLB activity are obtained. First, FHLB membership is found to be associated with lower total risk and market risk while having no association with interest rate risk. Second, and similarly, greater reliance on FHLB advances is associated with lower total risk and market risk but is not associated with interest rate risk. These results are consistent with the view that the risks created by government backing of the FHLB system and some of the system’s policies are mitigated by FHLB policies and products that reduce risk. In addition, THC stocks are found to have lower total and market risk than the portfolio of BHC stocks. The second essay investigates the relationship of both FHLB membership and funding with BHC and THC risk by using the cost of uninsured debt as a measure of risk. These relationships are analyzed in a simultaneous equation regression framework using data from the start of the third quarter of 2002 through the end of the first quarter of 2009. The cost of uninsured debt is proxied by yield spreads calculated from trading data on holding company (HC) bonds. Several interesting results are obtained. Reliance on advances is found to have a negative effect on the cost of debt throughout the sample period (the third quarter of 2002 through the first quarter of 2009). Cost of debt has a significant effect on the level of advances only during the recent financial crisis (the third quarter of 2007 through the first quarter of 2009), when the effect is negative. The negative association between cost of debt and the level of advances suggests that BHCs and THCs, on the whole, do not use FHLB advances to make unusually risky loans and supports the argument that FHLB policies and services have some risk-reducing effects. FHLB membership, independent of advances, is found to have no influence on HC cost of debt. Additional analysis indicates that THC status is associated with higher cost of debt than BHC status. The third essay examines the influence of real estate investment by BHCs from the third quarter of 1990 through the fourth quarter of 2010 on their risks and returns. Portfolios are formed of BHC stocks according to BHCs’ ratio of real estate investment to total assets and according to the type of regulation - lenient or strict - under which they invest in real estate. Tests of differences in median portfolio returns between these portfolios are performed. In addition, the effects of real estate investment on risk and return are estimated using univariate GARCH models of portfolio returns. The main results are as follows: 1) BHCs that invest in real estate have greater total risk and lower risk-adjusted returns than those that do not; 2) greater real estate investment is associated with lower returns and greater market risk for some types of BHCs while it is not associated with significant differences in total risk or risk-adjusted returns; and 3) BHCs that invest in real estate under relatively lenient rules have lower returns, greater total risk, and lower risk-adjusted returns than those that invest in real estate under relatively strict rules. The results indicate that benefits from real estate investment by banks - such as diversification of cash flows, economies of scale and scope, and increased charter value - are outweighed by greater variability of returns and lower returns due to BHCs’ lack of expertise in the field. The findings also provide evidence that rules granting banks greater freedom to invest in real estate result in increased risk but not increased returns. / Economics

Magistro baigiamajame darbe išanalizuoti ir susisteminti įvairių Lietuvos ir užsienio autorių namų ūkių biudžeto bei finansinių įsipareigojimų aspektai. Atsižvelgus į literatūros šaltiniuose autorių siūlomą problemos tyrimo metodologiją, būsto paskolų įmokų poveikio namų ūkių biudžetų lygio įvertinimui sukuriamas scenarijų modelis. Darbe išsamiai analizuojami skirtingų tipų šalies namų ūkių finansiniai duomenys ir jų dinamika, taikant santykinių rodiklių analizę kiekybiškai įvertinamas šalies namų ūkių įsiskolinimo lygis. Taikant scenarijų modelį, įvertinamas būsto paskolų įmokų poveikis namų ūkių biudžetų lygiui. Iš dalies patvirtinama autoriaus suformuluota mokslinio tyrimo hipotezė, kad didėjančios būsto paskolų įmokos didina nemokių namų ūkių skaičių. / Various Lithuanian and foreign authors’ household budget and financial obligations aspects have been analysed and systematized in the final Master’s work. Considering to the authors’ suggested methodology of problem investigation which is given in literature source, scenarios model has been created for the reason of influence of home loans deposits’ to the level evaluation of households’ budgets. Different types of country household financial data, their dynamic have been properly analysing in the work and applying analysis of comparative indexes indebtedness level of country households is evaluated quantitatively. Applying scenarios model, deposits influence of home loans has been evaluated to determine budget level of households. Partly the author’s formulated hypothesis of scientific research has been confirmed that growing deposits of home loans increase the number of insolvent households.

The objective of the "The Probihition of Riba and the alternative methods of home financing: a case study of Malaysian Muslim home buyers" thesis is to analyze the Islamic home loan financing offered by banks and financial institutions in Malaysia and the characteristics of Malaysian home buyers and/or home owners towards the product. In the thesis, consideration has been given to economic, social and environmental parameters which selection and factors influencing have been ranked accordingly. This study uses quantitative study similar to what was employed in previous researches. A self-administered survey questionnaire to 320 respondents in Kuala Lumpur, Malaysia was held in October 2007 which 301 respondents returned the survey with a response rate of 89 percent. In this study, the results were presented from mean analysis, indepedent t-test, ANOVA and logistic regression analysis. The study presents interesting findings on Al-Bay Bithaman Ajil (BBA) concept of home loan financing to the alternative Musharakah Mutanaqisah (MM) home loan financing, which MM home loan financing has more benefit than BBA home loan financing. Currently, only BBA home loan financing has been widely used within bank and/or financial institutions in Malaysia. The study also indicated that despite of religion or race, every respondent has their own view provided they were given sufficient information and/or know of the Islamic home loan financing. The logit model developed in this study identified "education" and "sources of Islamic home loan financing" as having an influence on purchasing home behavior with "home cost" variable taken into account. Hitherto with Bumiputra privileges and certain pro-Bumiputra policies in Malaysia, Malays community has more opportunities than non-Malays community in buying homes due to Bumiputra Laws which have been established in the Malaysian New Economic Policy (NEP) since 1971. The NEP adopts the goal of poverty eradication and economic restructuring so as to eliminate the identification of ethnicity with economic function. Bumiputra privileges and quotas are based on Article 153 of the Constitution that provided special rights for the Malays. With all privileges given by the Government abovementioned, it may affect the socio-economic characteristics which influence to the decision to purchase a home. Nevertheless, regardless of ethnicity or religion, Islamic banks have greater social and moral responsibility to ensure that their principles of financing are fair to everyone. The Malaysian Islamic financial sector is seen as one of the most progressive and atrractive in the world given the numerous incentives planned and further liberation in the coming years. Malaysia has a comprehensive regulatory and supervisory framework that caters to the unique charactertics of Islamic finance with the strong financial standards, such as that corporate governance, transparency, disclosure, accountability, market discipline, risk management and customer protection. With these elements, new attractive schemes can be developed to meet Malaysian bank customers' needs. This study provides various views of Islamic home loan financing in Malaysia as an alternative to conventional home loan financing.

This project defines a concept, “attention to quality,” and proposes that legislative attention to quality is a dependent variable that political science can use to evaluate the content of representation the political system offers, specifically to trace a means by which politics may influence household exposure to financial risk and possibly income inequality. Upstream of regulation or other formal policy solutions, attention to quality is observable consideration of the possibility that a good poses risk, or fails to shield consumers from risk, due to features of its own design. The project studies congressional attention to quality for three privately-vended, middle-class goods with the capacity to impact household risk exposure: health insurance, home loans, and prescription drugs. It also examines attention to quality in risk-modulating pieces of the welfare-state, taking Medicare as an example. The project explicitly contrasts attention to quality with attention to access for each good. Second, based on original datasets, this project reports robust evidence that legislative attention to access exceeds legislative attention to quality for the privately vended goods, particularly insurance and loans. It finds the reverse true of welfare-state goods. In doing so, the project contributes new quantitative evidence to the emergent body of research in American politics on how political processes, as opposed to strictly the macro-economy, may influence household financial insecurity. Third, the project makes progress in uncovering the underpinnings of quality attention. It finds senator attention to quality linked to partisan considerations—particularly the other political party’s degree of dominance in quality talk—in ways that appear to depress quality attention for privately-vended goods but buoy it for welfare-state goods. Quality’s visibility to the public appears to heighten the degree to which legislators consider the other party’s degree of dominance in quality talk when deciding whether to give quality attention. These patterns occur against a backdrop of what appears to be electorally-minded access attention: incumbents attend to the access facet of privately-vended goods as reelection dates approach, while not exhibiting such behavior around the quality facet. These findings have implications for research on congressional agenda setting and representation.

Ondrašíková, K. Application of Mathematical and Statistical Methods in Business Management. Thesis. Brno: Brno University of Technology, 2019. This thesis deals with the analysis of the mortgage market and the identification of factors that influence its growth. The thesis proposes using the available mathematical and statistical methods of measures for the bank at the level of mortgage sales based on the market analysis.