Securitisation of crossover risk in reverse mortgages
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110065546 | ||
| 003 | MAP | ||
| 005 | 20111121112848.0 | ||
| 008 | 111110e20111003esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20100033678$aHuang, Hong-Chih | ||
| 245 | 0 | 0 | $aSecuritisation of crossover risk in reverse mortgages$cHong-Chih, Huang |
| 520 | $aReverse 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). | ||
| 650 | 1 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 1 | $0MAPA20080551193$aHipotecas | |
| 650 | 1 | $0MAPA20080576240$aHipoteca inversa | |
| 650 | 1 | $0MAPA20080603182$aProductos financieros | |
| 650 | 1 | $0MAPA20080555016$aLongevidad | |
| 650 | 1 | $0MAPA20080557799$aDependencia | |
| 773 | 0 | $wMAP20077100215$tGeneva papers on risk and insurance : issues and practice$dGeneva : The Geneva Association, 1976-$x1018-5895$g03/10/2011 Tomo 36 Número 4 - 2011 , p. 622-647 |