Apr 29
2014

Key Drivers of Variations in the Credit Risk Spread among Markets

By James R. Follain and Michael Sklarz Collateral Analytics recently announced a new product: a Credit Risk Model. The model is designed to measure the credit risk associated with residential mortgages. Credit risk stems from the potential default by mortgage …

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Apr 14
2014

Measuring Variations in Credit Risk among Markets: A New Product from Collateral Analytics

By James R. Follain and Michael Sklarz Collateral Analytics has recently developed a new Credit Risk Model. It is designed to measure the losses due to borrower default on residential mortgages. The summary measure is the credit risk spread (CRS). …

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