Realisation of mortgage property: Survival analysis

Ekaterina Rumyantseva and Kirill Furmanov

Applied Econometrics, 2017, vol. 48, 22-43

Abstract: Time to realisation of mortgage property is studied using data from Russian mortgage agency. Factors indicating high risk of non-realisation are revealed. Obtained estimates indicate that time to realisation is determined mainly by a loan-to-value ratio, a type of mortgage property and its location in economically developed region.

Keywords: mortgage; property realisation; survival models (search for similar items in EconPapers)
JEL-codes: C41 G21 (search for similar items in EconPapers)
Date: 2017
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