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An analysis of default risk in mobile home credit

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  • Lawrence, Edward C.
  • Smith, L. Douglas
  • Rhoades, Malcolm

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  • Lawrence, Edward C. & Smith, L. Douglas & Rhoades, Malcolm, 1992. "An analysis of default risk in mobile home credit," Journal of Banking & Finance, Elsevier, vol. 16(2), pages 299-312, April.
    • Handle: RePEc:eee:jbfina:v:16:y:1992:i:2:p:299-312
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    Citations

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    Cited by:

    1. Andras Viktor Szabo, 2022. "Credit Risk Modelling of Mortgage Loans in the Supervisory Stress Test of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 21(1), pages 56-94.
    2. Altman, Edward I. & Saunders, Anthony, 1997. "Credit risk measurement: Developments over the last 20 years," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1721-1742, December.
    3. repec:zbw:bofitp:2004_021 is not listed on IDEAS
    4. Carling, Kenneth & Jacobson, Tor & Roszbach, Kasper, 2001. "Dormancy risk and expected profits of consumer loans," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 717-739, April.
    5. Rais Ahmad Itoo & Selvarasu Appasamy Mutharasu & José António Filipe, 2013. "Effect of Loan Value and Collateral on Value of Mortgage Default," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 3(4), pages 635-635.
    6. Rodrigo Alfaro & Natalia Gallardo & Roberto Stein, 2010. "The Determinants of Household Debt Defa," Working Papers Central Bank of Chile 574, Central Bank of Chile.
    7. Jessica Holmes & Jonathan Isham & Jessica Wasilewski, 2005. "Overcoming Information Asymmetries in Low‐Income Lending: Lessons from the “Working Wheels” Program," Southern Economic Journal, John Wiley & Sons, vol. 72(2), pages 329-351, October.
    8. Zhixin Liu & Ping He & Bo Chen, 2019. "A Markov decision model for consumer term-loan collections," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1043-1064, May.
    9. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
    10. Cao Son Tran & Dan Nicolau & Richi Nayak & Peter Verhoeven, 2021. "Modeling Credit Risk: A Category Theory Perspective," JRFM, MDPI, vol. 14(7), pages 1-21, July.
    11. Smith, L. Douglas & Lawrence, Edward C., 1995. "Forecasting losses on a liquidating long-term loan portfolio," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 959-985, September.
    12. Westgaard, Sjur & van der Wijst, Nico, 2001. "Default probabilities in a corporate bank portfolio: A logistic model approach," European Journal of Operational Research, Elsevier, vol. 135(2), pages 338-349, December.
    13. L. Smith & Baiqiang Jin, 2007. "Modeling exposure to losses on automobile leases," Review of Quantitative Finance and Accounting, Springer, vol. 29(3), pages 241-266, October.
    14. Kroot, Jan & Giouvris, Evangelos, 2016. "Dutch mortgages: Impact of the crisis on probability of default," Finance Research Letters, Elsevier, vol. 18(C), pages 205-217.
    15. L. Douglas Smith & Canser Bilir & Vega W. Huang & Kuo-yao Hung & Mark Kaplan, 2005. "Citibank Models Credit Risk on Hybrid Mortgage Loans in Taiwan," Interfaces, INFORMS, vol. 35(3), pages 215-229, June.
    16. Jian Mou & J. Christopher Westland & Tuan Q. Phan & Tianhui Tan, 2020. "Microlending on mobile social credit platforms: an exploratory study using Philippine loan contracts," Electronic Commerce Research, Springer, vol. 20(1), pages 173-196, March.
    17. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
    18. Пересецкий А.А., 2007. "Методы Оценки Вероятности Дефолта Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 43(3), июль.
    19. He, Ping & Hua, Zhongsheng & Liu, Zhixin, 2015. "A quantification method for the collection effect on consumer term loans," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 17-26.

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