Development of a model for the measurement of home loan risk

Powell, Robert John

dc.contributor.advisor	Kelly, M.V.
dc.contributor.author	Powell, Robert John	en
dc.date.accessioned	2015-01-23T04:24:07Z
dc.date.available	2015-01-23T04:24:07Z
dc.date.issued	1994-11	en
dc.identifier.citation	Powell, Robert John (1994) Development of a model for the measurement of home loan risk, University of South Africa, Pretoria, <http://hdl.handle.net/10500/15809>	en
dc.identifier.uri	http://hdl.handle.net/10500/15809
dc.description.abstract	The primary objective of the study was to develop a model which allowed banks to measure home loan risk and determine prices accordingly. A survey among banks revealed: 1. belief that the home loan market is more risky than 5 years ago 2. belief that lending in the "black" market is riskier than lending in the "white" market 3. no model is used which allows risk-measurement for the purpose of home loan pricing 4. mixed feeling as to the value of the proposed model - value, to a large extent, would depend on flexibility. A practical, flexible model has been developed which allows: 1. risk classification of loans in terms of geographical areas, product/client characteristics, and loan performance 2. risk measurement in terms of potential losses relating to each loan category 3. determination of appropriate pricing levels for each risk category.
dc.format.extent	1 online resource (197 leaves)	en
dc.language.iso	en
dc.subject.ddc	332.7220968	en
dc.subject.lcsh	Mortgage loans -- South Africa	en
dc.title	Development of a model for the measurement of home loan risk	en
dc.type	Dissertation
dc.description.department	Department of Economics
dc.description.degree	M. Com. (Accounting )