Residential Mortgage Default Risk in Hong Kong

2004 ◽  
Author(s):  
Jim Wong ◽  
Laurence Fung ◽  
Tom Fong ◽  
Angela Sze
Keyword(s):  
Hong Kong ◽  
Default Risk ◽  
Mortgage Default ◽  
Residential Mortgage

Residential Mortgage Default Risk in Hong Kong

2008 ◽  
pp. 132-156 ◽  
Author(s):  
Jim Wong ◽  
Laurence Kang-Por Fung ◽  
Tom Pak-Wing Fong ◽  
Angela Sze
Keyword(s):  
Hong Kong ◽  
Default Risk ◽  
Mortgage Default ◽  
Residential Mortgage

Residential Mortgage Default Behaviour in Hong Kong

2010 ◽  
Vol 25 (5) ◽  
pp. 647-669 ◽  
Author(s):  
Mercury Wai-Yin Tam ◽  
Eddie Hui ◽  
Xian Zheng
Keyword(s):  
Hong Kong ◽  
Mortgage Default ◽  
Residential Mortgage

scholarly journals Residential Mortgage Default Risk and Market Returns of Public Mortgage Originator Firms in Kenya

2020 ◽  
Vol 16 (31) ◽  
Author(s):  
Mwikamba Tumaini Mutugi ◽  
Willy M. Muturi ◽  
Oluoch J. Oluoch
Keyword(s):  
Default Risk ◽  
Credit Rating ◽  
Secondary Data ◽  
Vital Role ◽  
Mortgage Market ◽  
Mortgage Default ◽  
Rating Systems ◽  
Market Returns ◽  
Mortgage Loans ◽  
Residential Mortgage

The mortgage market plays a vital role in the development of the real estate sector. The mortgage industry in Kenya has experienced tremendous growth since the year 2000. Despite this growth, Kenya’s mortgage debt to GDP ratio is still relatively low when compared to other economies like South Africa. Default risk has been revealed as one of the risks that significantly impacts on the profitability of mortgagees. However, literature is inconclusive with reference to the relationship between default risk and the market returns of mortgage firms. Consequently, this study sought to determine the extent to which residential mortgage default risk influences the market returns of publicly listed mortgage firms in Kenya. Default risk in this case was measured using the non-performing loans ratio: the ratio of non-performing residential mortgage loans to total residential mortgage loans and advances. The study adopted descriptive and quantitative forms of research design. A census was conducted on the eleven NSE listed mortgage originating firms. A panel data regression model was utilized to draw inference from the secondary data collected. Descriptive statistical findings revealed a mean of 0.0796 with a standard deviation of 0.04219 for residential mortgage default risk. Inferential statistics revealed an R square value of 0.2794 between residential mortgage default risk and market returns of publicly listed mortgage originators. In addition, there was significant effect between default risk and the market returns of public mortgage originators. Consequently, mortgagees should develop strategies of reducing nonperforming loans. For instance, mortgage firms can improve their credit rating systems.

Renter Mobility and Multifamily Mortgage Default Risk

2001 ◽  
Vol 10 (1) ◽  
pp. 21-40 ◽  
Author(s):  
Charles A. Capone ◽  
Lawrence Goldberg
Keyword(s):  
Default Risk ◽  
Mortgage Default

Assessment of mortgage default risk via Bayesian reliability models

2010 ◽  
Vol 26 (3) ◽  
pp. 308-330 ◽  
Author(s):  
Refik Soyer ◽  
Feng Xu
Keyword(s):  
Default Risk ◽  
Mortgage Default ◽  
Reliability Models

An analysis of variable rate residential mortgage prepayment in Hong Kong using aggregate data

2005 ◽  
Vol 10 (3) ◽  
pp. 147-158
Author(s):  
F Pretorius ◽  
W.M. So ◽  
K.W. Chau
Keyword(s):  
Hong Kong ◽  
Aggregate Data ◽  
Variable Rate ◽  
Mortgage Prepayment ◽  
Residential Mortgage

Residential Mortgage Default in Low- and High-Minority Census Tracts

2007 ◽  
Vol 35 (4) ◽  
pp. 374-391 ◽  
Author(s):  
Camille Pedersen ◽  
Lucy Delgadillo
Keyword(s):  
Mortgage Default ◽  
Census Tracts ◽  
Residential Mortgage

Residential Mortgage Default in Low- and High-Minority Census Tracts

2007 ◽  
Vol 35 (4) ◽  
pp. 374-391
Author(s):  
C. Pedersen ◽  
L. Delgadillo
Keyword(s):  
Mortgage Default ◽  
Census Tracts ◽  
Residential Mortgage

scholarly journals Assessment of mortgage default risk via Bayesian state space models

2013 ◽  
Vol 7 (3) ◽  
pp. 1450-1473 ◽  
Author(s):  
Tevfik Aktekin ◽  
Refik Soyer ◽  
Feng Xu
Keyword(s):  
State Space ◽  
Default Risk ◽  
State Space Models ◽  
Mortgage Default
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