meta user
network profile
| bio | website | |
|---|---|---|
| location | Sumgait, Azerbaijan | |
| age | ||
| visits | member for | 1 year, 9 months |
| seen | Jan 17 at 12:06 | |
| stats | profile views | 16 |
|
Jun 13 |
awarded | Critic |
|
Feb 3 |
comment |
What is the best way to forecast prepayment rate in an emerging market mortgage loan portfolio? Thank you for your answer and comments. Absolutely, agree with you. it sounds wierd, but it is the reality. the country is not so well known and developed country. Take account its cyclicality, can the economic growth be considered as a factor or may be it will be more appropriate to use other approaches besides logit regressions? |
|
Feb 3 |
comment |
What is the best way to forecast prepayment rate in an emerging market mortgage loan portfolio? @JoshuaUlrich, I am modelling loan level data. the model coluld predict 19% of past prepayments only. |
|
Feb 3 |
comment |
What is the best way to forecast prepayment rate in an emerging market mortgage loan portfolio? I do agree what you said about interest rates. But the country where I am trying to forecast prepayment rate has very stable interest rates for 20 years. So in my case interest rate does not have just big impact because simply they don't change. Should Any other factors be considered? |
|
Feb 2 |
revised |
What is the best way to forecast prepayment rate in an emerging market mortgage loan portfolio? edited title |
|
Feb 2 |
revised |
What is the best way to forecast prepayment rate in an emerging market mortgage loan portfolio? added 2 characters in body |
|
Feb 2 |
asked | What is the best way to forecast prepayment rate in an emerging market mortgage loan portfolio? |
|
Jan 21 |
accepted | Can duration gap analysis be applied to mortgages? |
|
Jan 20 |
comment |
Can duration gap analysis be applied to mortgages? Thank you for your detailled reply, any recommendations-books, articles- where I can go deeper with this topic. |
|
Jan 19 |
awarded | Commentator |
|
Jan 19 |
comment |
Can duration gap analysis be applied to mortgages? say we want to do duration gap analysis for mortgage bank which lends mortgage loans.. so themortgage bankwill havemortgage loan portfolio as one of its interestdependant assets in its balance sheet.my question is thathow should the duration ofthis portfolio be calculated? |
|
Jan 19 |
comment |
Can duration gap analysis be applied to mortgages? Whatabout maculay duration(weighted average of a payment times) can the same methdology applied as forbonds? |
|
Jan 18 |
asked | Can duration gap analysis be applied to mortgages? |
|
Dec 19 |
awarded | Teacher |
|
Aug 29 |
revised |
Role of skewness in portfolio optimization? deleted 10 characters in body |
|
Aug 29 |
answered | Role of skewness in portfolio optimization? |
|
Aug 26 |
comment |
What is the relationship between risk aversion and preference for skewness and kurtosis in portfolio optimization? Quant Guy and @sheegaon thank you for giving me clue and direction.. It really helps me. I will try to write some brief notes when I complete my research.. thank you once more |
|
Aug 25 |
revised |
What is the relationship between risk aversion and preference for skewness and kurtosis in portfolio optimization? added 1 characters in body |
|
Aug 25 |
revised |
What is the relationship between risk aversion and preference for skewness and kurtosis in portfolio optimization? added 4 characters in body |
|
Aug 25 |
awarded | Editor |
