Do Residential Mortgage-Backed Securities Exhibit Higher Default Risk? An Analysis of Key Risk Drivers in UK Residential Mortgage Securitisation

This site uses cookies

We use necessary cookies to make our sites work. We'd also like to set additional cookies to analyse how our sites are performing, to improve the relevance of our ads and to optimise your experience. These will be set only if you accept. To learn more, view our privacy policy.

Presenters

Vuong Chu, Mahmoud Fatouh, Raffaella Calabrese

Year of Publication

2025

Affiliate Institution

University of Westminster, Bank of England, University of Edinburgh

Paper

Download Abstract (PDF)