Free Download PDF A Guide to Behavioural Modelling

also, we have many other ebooks and reports.
Matteo Formenti
UniCredit Group
15 Acknowledging the Elephant in the Room: The Mismatch Centre
David Green
David Green Advisors, LLC
PART III: PREPAYMENT BEHAVIOURAL MODELS
16 Prepayment Risk Modelling for ALM, Finance and FTP: A Survival
Model
Pierluigi Coriazzi and Lisa Signani
Prometeia
17 Modelling of Prepayment on Fixed Rate Residential Mortgages: A
Logistic Regression Approach
Roberto Baccaglini
UniCredit Group
18 A Simple Approach to Modelling Prepayment Events
Matteo Formenti and Mattia Rossi
UniCredit Group and Santander UK
PART IV: BEHAVIOURAL MODELS FOR NON-PERFORMING
EXPOSURE AND COMMITTED LINES
19 Integrating Credit Risk within the ALM Framework
Alina Preger and Sophie He
Prometeia
20 Modelling Committed Credit Lines
Antonio Castagna
Iason Ltd
PART V: ACCOUNTING AND HEDGING
21 Accounting of the Sight Deposit and Hedging
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