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Paper / 2011SMQ / 240137416658531
Responding to the housing and financial crises: mortgage lending, mortgage products and government policies
Lunde, Jens / Scanlon, Kathleen / Whitehead, Christine M. E.
economic policy / housing marketsResource overview

Responding to the housing and financial crises: mortgage lending, mortgage products and government policies

Paper2011

by Lunde, Jens, Scanlon, Kathleen, Whitehead, Christine M. E.

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economic policyhousing marketsmortgage markets

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  1. Random Variables and Distributions

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  2. Expected Shortfall and Other Tail Risk Measures

    Distinguish a loss quantile from the average loss in the tail.

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  1. VaR Estimation in Practice: Variance-Covariance, Historical Simulation, Monte Carlo

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