Kroll Bond Rating Agency released an update to its residential mortgage default and loss model. In the update, KBRA states that its original mortgage default and loss model methodology was ...

Default prediction plays a decisive role in the credit decisions of financial institutions. To avoid the bias that can occur in model predictions due to differences in the numbers of defaulting and ...

In other words, if you thought this past year of skyrocketing mortgage rates and plunging ... happen in the event of a prolonged default, and it is not a prediction that a default will occur.

To determine whether default premiums adjusted to reflect the greater riskiness of mortgage loans during the 2000s, we need an asset pricing model. Krainer, LeRoy, and O (2009) have developed a model ...

“There is literally no money left anywhere and households have had so much pressure with increased mortgage costs, inflation-hit shopping and astronomical utility bills." Mortgage defaults ...