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Оценка кредитного риска при ипотечном жилищном кредитовании
Прикладная эконометрика. 2014. № 35 (3). С. 3–17.
Ozhegov E. M., Lozinskaia A. M.
This paper analyzes the problems of credit risk modeling on the Russian residential mortgage market. The structural model of the credit risk evaluation, which controls for the sample selection bias and endogeneity, is presented. It estimates based on the regional mortgage data. Obtained results can be used to develop the effective risk management systems in credit organizations.
Language:
Russian
Keywords: ипотечное кредитованиекредитный рискcredit riskmortgage lendingsample selectionэндогенностьendogeneityпроблема самоотбора
Publication based on the results of:
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