Búsqueda

Securitisation of crossover risk in reverse mortgages

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20110065546</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20111121112848.0</controlfield>
    <controlfield tag="008">111110e20111003esp|||p      |0|||b|spa d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1=" " ind2=" ">
      <subfield code="0">MAPA20100033678</subfield>
      <subfield code="a">Huang, Hong-Chih</subfield>
    </datafield>
    <datafield tag="245" ind1="0" ind2="0">
      <subfield code="a">Securitisation of crossover risk in reverse mortgages</subfield>
      <subfield code="c">Hong-Chih, Huang</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">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).</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080591182</subfield>
      <subfield code="a">Gerencia de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080551193</subfield>
      <subfield code="a">Hipotecas</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080576240</subfield>
      <subfield code="a">Hipoteca inversa</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080603182</subfield>
      <subfield code="a">Productos financieros</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080555016</subfield>
      <subfield code="a">Longevidad</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080557799</subfield>
      <subfield code="a">Dependencia</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20077100215</subfield>
      <subfield code="t">Geneva papers on risk and insurance : issues and practice</subfield>
      <subfield code="d">Geneva : The Geneva Association, 1976-</subfield>
      <subfield code="x">1018-5895</subfield>
      <subfield code="g">03/10/2011 Tomo 36 Número 4  - 2011 , p. 622-647</subfield>
    </datafield>
  </record>
</collection>