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Using Markov Chains to Estimate Losses from a Portfolio of Mortgages · Study

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ArticleUsing Markov Chains to Estimate Losses from a Portfolio of Mortgages

Unknown author1999

Article1999

Using Markov Chains to Estimate Losses from a Portfolio of Mortgages

Unknown author

18 citations·0/0 files stored·Review of Quantitative Finance and Accounting

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Credit Risk and Financial Regulations Banking stability, regulation, efficiency Housing Market and Economics

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References

1962Estimation of the Allowance for Doubtful Accounts by Markov Chains 1993Forecasting required loan loss reserves 1991Loan Loss Reserves 1978The Use of Exponentially-Smoothed Transition Matrices to Improve Forecasting of Cash Flows from Accounts Receivable 1930Evaluation of Economic Forecasts 1968Selecting A Portfolio of Credit Risks by Markov Chains 1983Markov Chain Approaches to the Analysis of Payment Behavior of Retail Credit Customers 1972Matrix methods in accounting

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2015The good, the bad and the impaired: A credit risk model of the Irish mortgage market

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Year1999

Typearticle

Published1999-05-01

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations18

Files0 public / 0

ShelfCredit Risk and Financial Regulations

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doi10.1023/a:1008331016892

openalex_workW1525636262

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