Predicting prepayment risk of China’s RMBS

Categories: Macroeconomics, Industry/Sector Analysis, General Market Analysis, Fundamental Analysis, Technical Analysis, Other, Fixed Income, Economics, Financial Analysis, Investor Education

Country or region: China

A new semi-parametric prepayment prediction model of China's residential mortgage-backed securities (RMBS) incorporates the country's market and mortgage characteristics. Many factors have highly non-linear effects on the prepayment rates. ......

Total Views: 49
Total Downloads: 1

Share Article

Reader Comments

No comments made on this post yet


If you have any copyright and other associated infringements related to this item, please click on the Terms and Conditions link where you will be directed to the Digital Millennium Copyright Act (DCMA) that will outline the procedure for raising your concern.

If you have any concerns with the content of the item [e.g., offensive language and/or material, inappropriate material] then please proceed to utilize the Contact Us form. Remember that when using the Contact Us form, please ensure you reference/cite clearly the item in question (e.g., name of article, author(s) of article) and the nature of the complaint.