Modelling UK mortgage default in light of the financial crisis [electronic resource] / Warapong Wongwachara.
Material type:
FilmSeries: Henry Stewart talksBusiness & management collection. Quantitative financial risk management: Publisher: London : Henry Stewart Talks, 2010Description: 1 online resource (1 streaming video file (37 min.) : color, sound)Subject(s): Finance -- Mathematical models | Financial risk management | Global Financial Crisis, 2008-2009 | Mortgages -- Great BritainOnline resources: Click here to access online | Series 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.
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Mode of access: World Wide Web.