THE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY

The article deals with key points of the mortgage securities analysis. The system-dynamic model of early repayment of credits included in mortgage cover was developed. The model allows to assess the impact of the speed of early repayment on appeal of securities and to find out principle risks which...

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Autores principales:	Vasiliy M. Kartvelishvili, Anna V. Nikolaeva
Formato:	article
Lenguaje:	RU
Publicado:	Plekhanov Russian University of Economics 2017
Materias:	mortgage securities credit portfolio mortgage cover of mortgage securities refinancing system-dynamic model profitability risk speed of early repayment Economics as a science HB71-74
Acceso en línea:	https://doaj.org/article/af1ddec767994278be8ab9e0671ad66a
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spelling	oai:doaj.org-article:af1ddec767994278be8ab9e0671ad66a2021-11-15T05:20:44ZTHE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY2413-28292587-925110.21686/2413-2829-2016-6-74-85https://doaj.org/article/af1ddec767994278be8ab9e0671ad66a2017-09-01T00:00:00Zhttps://vest.rea.ru/jour/article/view/225https://doaj.org/toc/2413-2829https://doaj.org/toc/2587-9251The article deals with key points of the mortgage securities analysis. The system-dynamic model of early repayment of credits included in mortgage cover was developed. The model allows to assess the impact of the speed of early repayment on appeal of securities and to find out principle risks which the mortgage securities investor faces. With the help of the model the authors analyze the real speed of early repayment of credits included in mortgage cover of securities issued on Russian market and find key causes of the speed altering. The prospects of developing the Russian market of secondary mortgage crediting in the near future were reviewed. It was shown that the analysis can be taken into account by Russian investors interested in long-term investment with max profitability. The system-dynamic model designed by the authors will allow the potential investors to analyze the appeal of certain mortgage securities on the basis of the information about the source of cash payments (mortgage pull).Vasiliy M. KartvelishviliAnna V. NikolaevaPlekhanov Russian University of Economicsarticlemortgage securitiescredit portfoliomortgage cover of mortgage securitiesrefinancingsystem-dynamic modelprofitabilityriskspeed of early repaymentEconomics as a scienceHB71-74RUВестник Российского экономического университета имени Г. В. Плеханова, Vol 0, Iss 6, Pp 74-85 (2017)
institution	DOAJ
collection	DOAJ
language	RU
topic	mortgage securities credit portfolio mortgage cover of mortgage securities refinancing system-dynamic model profitability risk speed of early repayment Economics as a science HB71-74
spellingShingle	mortgage securities credit portfolio mortgage cover of mortgage securities refinancing system-dynamic model profitability risk speed of early repayment Economics as a science HB71-74 Vasiliy M. Kartvelishvili Anna V. Nikolaeva THE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY
description	The article deals with key points of the mortgage securities analysis. The system-dynamic model of early repayment of credits included in mortgage cover was developed. The model allows to assess the impact of the speed of early repayment on appeal of securities and to find out principle risks which the mortgage securities investor faces. With the help of the model the authors analyze the real speed of early repayment of credits included in mortgage cover of securities issued on Russian market and find key causes of the speed altering. The prospects of developing the Russian market of secondary mortgage crediting in the near future were reviewed. It was shown that the analysis can be taken into account by Russian investors interested in long-term investment with max profitability. The system-dynamic model designed by the authors will allow the potential investors to analyze the appeal of certain mortgage securities on the basis of the information about the source of cash payments (mortgage pull).
format	article
author	Vasiliy M. Kartvelishvili Anna V. Nikolaeva
author_facet	Vasiliy M. Kartvelishvili Anna V. Nikolaeva
author_sort	Vasiliy M. Kartvelishvili
title	THE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY
title_short	THE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY
title_full	THE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY
title_fullStr	THE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY
title_full_unstemmed	THE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY
title_sort	system-dynamic model of early repayment of mortgage credits: risks and profitability
publisher	Plekhanov Russian University of Economics
publishDate	2017
url	https://doaj.org/article/af1ddec767994278be8ab9e0671ad66a
work_keys_str_mv	AT vasiliymkartvelishvili thesystemdynamicmodelofearlyrepaymentofmortgagecreditsrisksandprofitability AT annavnikolaeva thesystemdynamicmodelofearlyrepaymentofmortgagecreditsrisksandprofitability AT vasiliymkartvelishvili systemdynamicmodelofearlyrepaymentofmortgagecreditsrisksandprofitability AT annavnikolaeva systemdynamicmodelofearlyrepaymentofmortgagecreditsrisksandprofitability
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THE SYSTEM-DYNAMIC MODEL OF EARLY REPAYMENT OF MORTGAGE CREDITS: RISKS AND PROFITABILITY

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