FIN320 - 16

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The flashcards below were created by user Lea_ on FreezingBlue Flashcards.


  1. Concentration Risk
    Occurs when lending is exposed to one style of borrower
  2. Prepayment Risk
    Lenders cannot re-invest in new loans at the same rate, thus making a loss if borrowers refinance at lower rates.
  3. Explanatory Variables
    Explanatory power

    Forecast ability 

    Stress testing versus forecasting models

    Model coverage 

    Data availability 

    Correlations among variables

    Representation and coverage

Card Set Information

Author:
Lea_
ID:
335300
Filename:
FIN320 - 16
Updated:
2017-10-23 22:40:59
Tags:
FIN320 FINAL
Folders:

Description:
FIN320 - Quantitative Finance
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