Thesis (M.A.)--University of Hong Kong, 2008. / Includes bibliographical references (p. 96-99).

Thesis (Ph. D.)--University of Hong Kong, 2009. / Includes bibliographical references (p. 262-277). Also available in print.

Thesis--Genève. / At head of title: Jean Meier. Bibliography: p. [241]-250.

Zugl.: Heidelberg, Univ., Diplomarbeit, 2006

Thesis (Ph. D.)--University of Wisconsin--Madison, 1975. / Typescript. Vita. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 223-226).

Thesis PlanB (M.S.)--University of Wisconsin--Stout, 2007. / Includes bibliographical references.

The primary objective of the study was to develop a model which allowed banks to measure home loan risk and determine prices accordingly. A survey among banks revealed: 1. belief that the home loan market is more risky than 5 years ago 2. belief that lending in the "black" market is riskier than lending in the "white" market 3. no model is used which allows risk-measurement for the purpose of home loan pricing 4. mixed feeling as to the value of the proposed model - value, to a large extent, would depend on flexibility. A practical, flexible model has been developed which allows: 1. risk classification of loans in terms of geographical areas, product/client characteristics, and loan performance 2. risk measurement in terms of potential losses relating to each loan category 3. determination of appropriate pricing levels for each risk category. / Department of Economics / M. Com. (Accounting )

We develop a bivariate binomial model to price Mortgage Servicing Rights (MSRs). Our model is an improvement over previous MSR pricing models by explicitly incorporating the realistic assumptions that there are additional costs involved in servicing delinquent loans. In addition to the Hilliard et al. mortgage-pricing tree, we extend additional sub-branches to model the borrower's decision of prepayment, cure, and foreclosure after a loan becomes delinquent. We then investigate how the value of the Mortgage Servicing Right varies with interest rate volatility, house price volatility, delinquency options, deficiency judgments, default penalties, forbearance periods, and speed of adjustments factors.

This graduation theses is primarily focused on mortgage trends in the Czech Republic. In the first part of the work a mortgage is defined, also its brief history, processing, obtaining, paying, each providers, types and forms of state assistances. In the second part the mortgage market in the Czech Republich is described from the begining of providing to the present and also some market determinants which influence the trend. Then it is focused on the origin and the trend of a hypothecary crisis in the USA and its successive spread all over the world. Tendencies of the mortgage market trends are described here, too.

This Diploma thesis analyzes the development of the mortgage market in Slovakia. The thesis achieves partial goals which lead to the analysis of the factors affecting the mortgage market. The subject of the practical part, which at the same time happens to be a partial goal, is to analyze the overall development of the mortgage market together with the surrounding markets, to identify the key factors, to monitor their development along with the development the mortgages provided, and to analyze econometrically selected factors affecting the mortgage market. The analysis shows the scope of the force and direction of the selected factors. The theoretical part emphasizes the characteristics of the type of mortgage banking with a focus on the system existing in Slovakia. The thesis also follows the risks from the perspective of the entities in mortgage banking. It also defines the rules, interest rate conditions and types of government-sponsored support. The relationships between the Slovak mortgage market and its subjects are also being explained. Special attention is being paid to the legislative developments having current impact on mortgage banking.