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Securitisation of crossover risk in reverse mortgages

Recurso electrónico / electronic resource
Registro MARC
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100  ‎$0‎MAPA20100033678‎$a‎Huang, Hong-Chih
24500‎$a‎Securitisation of crossover risk in reverse mortgages‎$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
7730 ‎$w‎MAP20077100215‎$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