An applied approach to valuation of securitized balance sheet assets based on Monte Carlo simulation with special reference to Turkish finance sector
Yükleniyor...
Tarih
2021
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Springer
Erişim Hakkı
info:eu-repo/semantics/closedAccess
Özet
In this study, the Monte Carlo Simulation method is used in mortgage-backed security asset pool calculations. By simulating different combinations of input variables affecting the mortgage-backed securities asset pool, the future earnings, the total amount of interest, and the minimum and maximum values of the amount of total interest to be distributed are estimated. Six different scenarios were used in the assessment of the asset pool.
Açıklama
Anahtar Kelimeler
Mortgage-Backed Securities, Balance Sheet, Asset Pool, Monte Carlo Simulation
Kaynak
Financial Ecosystem and Strategy in the Digital Era: Global Approaches and New Opportunities
WoS Q Değeri
Scopus Q Değeri
N/A
Cilt
Sayı
Künye
Aksoy, T. ve Yüzbaşıoğlu, N. (2021). An applied approach to valuation of securitized balance sheet assets based on Monte Carlo simulation with special reference to Turkish finance sector. Financial Ecosystem and Strategy in the Digital Era: Global Approaches and New Opportunities içinde (ss.). Switzerland: Springer. https://doi.org/10.1007/978-3-030-72624-9_16
