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

Summary:
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. ......


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