A Framework for Integrating Extreme Weather Risk, Probability of Default, and Loss Given Default for Residential Mortgage Loans

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

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Keyphrases

Loss Probability Keyphrases

Risk Probability Keyphrases

Probability of Defa... Keyphrases

Extreme Weather Keyphrases

Residential Mortgag... Keyphrases

Weather Risk Keyphrases

Loss Given Default Keyphrases

Extreme Weather Eve... Keyphrases

Property Damage Keyphrases

Simulation Techniqu... Keyphrases

Portfolio Values Keyphrases

Basel II Keyphrases

Internal Ratings-ba... Keyphrases

Residential Mortgag... Keyphrases

Default Correlation Keyphrases

Climate Stress Test Keyphrases

INIS

probability INIS

correlations INIS

simulation INIS

Engineering

Loss Engineering

Event Engineering

Internals Engineering

Correlation Engineering

Economics, Econometrics and Finance

Credit Economics, Econometrics a...

Loss Economics, Econometrics a...

Mortgages Economics, Econometrics a...

Median Economics, Econometrics a...

Stress Test Economics, Econometrics a...

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