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Securitisation of crossover risk in reverse mortgages
Recurso electrónico / electronic resource
MAP20110065546
Huang, Hong-Chih ‌
Securitisation of crossover risk in reverse mortgages / Hong-Chih, Huang
Sumario: Reverse mortgage (RM) products are growing increasingly popular in many developed countries. This article designs a tranching security to deal with longevity and house price risks for RM products. The securitisation structure for RM products, the collateralised reverse mortgage obligation (CRMO), is similar to that for the collateralised debt obligation (CDO)
En: Geneva papers on risk and insurance : issues and practice. - Geneva : The Geneva Association, 1976- = ISSN 1018-5895. - 03/10/2011 Tomo 36 Número 4 - 2011 , p. 622-647
1. Gerencia de riesgos ‌. 2. Hipotecas ‌. 3. Hipoteca inversa ‌. 4. Productos financieros ‌. 5. Longevidad ‌. 6. Dependencia ‌.