Concepedia

Risk-based Pricing Rules

Risk-Based Pricing Rules is a regulatory framework that systematically differentiates mortgage interest rates and loan terms based on borrowers’ credit risk profiles, ensuring that pricing reflects the likelihood of default as assessed through standardized risk metrics.

14

Publications

972

Citations

29

Authors

19

Institutions

Publications per year

2017–2026

4

Parents

Publications

14

The pricing of carbon risk in syndicated loans: Which risks are priced and why?

Torsten Ehlers, Frank Packer, Kathrin de Greiff · Journal of Banking & Finance · 2021 · 321 citations

, , +16

Risk-based pricing of interest rates for consumer loans

Wendy Edelberg · Journal of Monetary Economics · 2006 · 208 citations

, , +15

Risk and the Home Equity Conversion Mortgage

Edward Szymanoski · Real Estate Economics · 1994 · 97 citations

, , +16

On Pricing and Hedging the No-Negative-Equity Guarantee in Equity Release Mechanisms

Johnny Siu‐Hang Li, Mary R. Hardy, Ken Seng Tan · Journal of Risk & Insurance · 2009 · 83 citations · Full text

, , +17

Information Technology and Screen-Based Securities Trading: Pricing the Stock and Pricing the Trade

Eric K. Clemons, Bruce W. Weber · Management Science · 1997 · 54 citations

, , +16

1–5 of 14

Authors

29

  1. AB
    Alejandro Balbás

    Universidad Carlos III de Madrid, Spain

    2 publications · 47 citations

    2

    h-index

  2. FP
    Frank Packer

    Bank for International Settlements, Switzerland

    2 publications · 372 citations

    2

    h-index

  3. TE
    Torsten Ehlers

    Bank for International Settlements, Switzerland

    2 publications · 372 citations

    2

    h-index

  4. KD
    Kathrin de Greiff

    Swiss Finance Institute, Switzerland

    2 publications · 372 citations

    2

    h-index

  5. WE
    Wendy Edelberg

    Federal Reserve Board of Governors, United States

    1 publications · 208 citations

    1

    h-index

1–5 of 29

Institutions

19

  1. Bank for International Settlements

    Basel, Switzerland

    2 h-index

    5 publications

    1.1K citations

  2. Universidad Carlos III de Madrid

    Madrid, Spain

    2 h-index

    2 publications

    47 citations

  3. Office of the Comptroller of the Currency

    Washington D.C., United States

    1 h-index

    2 publications

    24 citations

  4. University of Pennsylvania

    Philadelphia, United States

    1 h-index

    1 publications

    54 citations

  5. Financial Research (Hungary)

    Budapest, Hungary

    1 h-index

    1 publications

    12 citations

  6. The University of Texas at El Paso

    El Paso, United States

    1 h-index

    2 publications

    26 citations

  7. CUNY School of Law

    Long Island City, United States

    1 h-index

    1 publications

    18 citations

  8. Office of Policy

    Washington, United States

    1 h-index

    1 publications

    97 citations

1–8 of 19

Venues

  1. Real Estate Economics

    2 publications · 109 citations

    2

    h-index

  2. The Journal of Credit Risk

    1 publications · 20 citations

    1

    h-index

  3. Scholar Commons (University of South Carolina)

    Repository · 1 publications · 18 citations

    1

    h-index

  4. SSRN Electronic Journal

    Repository · 1 publications · 51 citations

    1

    h-index

  5. Journal of Monetary Economics

    1 publications · 208 citations

    1

    h-index

1–5