Mortgage Performance Modeling is a quantitative analytical framework used in mortgage markets that predicts the likelihood of loan delinquency, default, or prepayment by incorporating borrower characteristics, property attributes, and macroeconomic conditions to assess the credit risk and cash flow behavior of mortgage-backed securities.
58
Publications
1.7K
Citations
117
Authors
78
Institutions
Publications per year
2017–2026
7
Parents
Publications
58
Risk and the Home Equity Conversion Mortgage
Edward Szymanoski · Real Estate Economics · 1994 · 97 citations
Deep Learning for Mortgage Risk*
Apaar Sadhwani, Kay Giesecke, Justin Sirignano · Journal of Financial Econometrics · 2020 · 94 citations
Business, Finance, Risk Management +17
1–5 of 58
Authors
117
- AP
5
h-index
- RV
3
h-index
- MA
3
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- LD
2
h-index
- PZ
2
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1–5 of 117
Institutions
78
Stanford University
Stanford, United States
3 h-index
4 publications
203 citations
Federal Reserve
Washington D.C., United States
3 h-index
4 publications
174 citations
Freddie Mac (United States)
Tysons Corner, United States
3 h-index
4 publications
122 citations
Federal Reserve Board of Governors
Washington D.C., United States
3 h-index
4 publications
174 citations
University of Michigan
Ann Arbor, United States
2 h-index
2 publications
58 citations
University of Illinois System
Urbana, United States
2 h-index
2 publications
140 citations
Columbia University
New York, United States
2 h-index
2 publications
139 citations
University of Georgia
Athens, United States
2 h-index
3 publications
75 citations
1–8 of 78
Venues
- SSRN Electronic Journal
Repository · 9 publications · 234 citations
9
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- Real Estate Economics
7 publications · 240 citations
7
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- The Journal of Fixed Income
5 publications · 126 citations
5
h-index
- The Journal of Real Estate Finance and Economics
4 publications · 217 citations
4
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- Housing Policy Debate
3 publications · 107 citations
3
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1–5