TY  - ADVS
AU  - Wongwachara,Warapong
TI  - Modelling UK mortgage default in light of the financial crisis
T2  - Quantitative financial risk management : fundamentals, models and techniques
PY  - 2007///
CY  - London
PB  - Henry Stewart Talks
KW  - Finance
KW  - Mathematical models
KW  - Financial risk management
KW  - Global Financial Crisis, 2008-2009
KW  - Mortgages
KW  - Great Britain
N1  - Animated audio-visual presentation with synchronized narration; Title from title frames; Contents: Review of the recent financial crisis -- Evolution in the UK housing market -- Modelling strategies -- Drivers of mortgage default -- Econometric models of mortgage default -- Vector Autoregression (VAR) of default variables -- VAR with macroeconomic default drivers -- Threshold VAR: A non-linear relationship -- Forecast competition -- Conclusion: key features for successful modelling of mortgage default; Access restricted to subscribers
UR  - http://hstalks.com/lib.php?t=HST48.2730&c=250
UR  - http://hstalks.com/lib.php?t=HST48&c=250
ER  -