-2
votes
1answer
115 views

Interest Rate Swaps on Mortgages [closed]

Is it possible to get interest rate swaps on mortgages? If not, why not? Are there models that describe this? Any direction would be great.
2
votes
1answer
57 views

Finding Credit Risk Population Data

Are there any free or relatively cheap sources of aggregate data on credit risk for specific geographic regions, ages, and so on?
13
votes
2answers
664 views

Concentration risk in credit portfolio

How do you model concentration risk of credit portfolio in IRB/Basel II framework?