Wongwachara, Warapong.
Modelling UK mortgage default in light of the financial crisis [electronic resource] / Warapong Wongwachara. - London : Henry Stewart Talks, 2010. - 1 online resource (1 streaming video file (37 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
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.
Mode of access: World Wide Web.
2730 Henry Stewart Talks
Finance--Mathematical models.
Financial risk management.
Global Financial Crisis, 2008-2009.
Mortgages--Great Britain.
Modelling UK mortgage default in light of the financial crisis [electronic resource] / Warapong Wongwachara. - London : Henry Stewart Talks, 2010. - 1 online resource (1 streaming video file (37 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
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.
Mode of access: World Wide Web.
2730 Henry Stewart Talks
Finance--Mathematical models.
Financial risk management.
Global Financial Crisis, 2008-2009.
Mortgages--Great Britain.