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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Managing Risk in Mortgage Portfolios

Managing Risk in Mortgage Portfolios

Hardcover

Investing & FinanceGeneral Education

ISBN10: 0899300588
ISBN13: 9780899300580
Publisher: Praeger
Published: Dec 4 1987
Pages: 184
Weight: 0.96
Height: 0.50 Width: 6.14 Depth: 9.21
Language: English
Alex O. Williams thoroughly examines the nature and sources of mortgage portfolio risk, the analysis of that risk, and the methods for identifying and guarding against it. Following a discussion of regulation and the mortgage market, Williams describes the portfolio diversification approach to controlling risk in mortgage portfolios. He then examines four systems for analyzing portfolio risk: the regression method of mortgage risk analysis, the linear probability model, cohort analysis of delinquency risk, and a discriminant functional classification model used to measure default risk. He also develops a procedure for constructing an index of loan quality. Finally, Williams presents an exhaustive treatment of the financial evaluation of commercial and industrial properties. Presented in a clear, readable format, amply illustrated with explanatory tables and figures, this is an invaluable tool for mortgage officers and portfolio managers. It will also provide much useful information for real estate executives and brokers.

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Investing & Finance