Mortgage Delinquency Risk Modeling

Significant defaults occur for all mortgage types when house prices experience dramatic declines, but smaller numbers of defaults occur with high interest rates for ARMs and with low interest rates for fixed rate mortgages. IP Financial Advisory Services LLC team of experts can bring certainty by performing the following functions for our clients:

  • Parametric modeling of mortgage default data
  • Estimation methods for semi parametric probit models
  • Multi-Variate analysis of mortgage data
  • Longitudinal analysis of mortgage data
  • Stochastic analysis of mortgage defaults
  • Correlation analysis
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