Modelling UK mortgage default in light of the financial crisis [electronic resource] / Warapong Wongwachara.

By:

Wongwachara, Warapong [spk]

Material type:

FilmPublisher number: 2730 | Henry Stewart TalksSeries: Henry Stewart talks. Marketing & management collection. Quantitative financial risk managementPublication details: London : Henry Stewart Talks, 2007.Description: 1 online resource (1 streaming video file (37 min.) : color, sound)Subject(s):

Online resources:

Contents:

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.

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Holdings
Item type	Current library	Home library	Status
Books	Chinhoyi University of Technology Libraries	Chinhoyi University of Technology Libraries	Available

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