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Methods of Calculation of Risk Surcharge on Rate of Interest on Credits on Mortgage

Authors: Selyukov V.K., Goncharov S.G. Published: 01.09.2014
Published in issue: #1(6)/2001  
DOI:

 
Category: Economic modeling  
Keywords:

One of the important and stubborn problems in managing the financial risk is its sizing. Using the mortgage lending as an example, some approaches to determine risk surcharges on rate of interest on indicated credits are considered.