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Applied Economics Letters Volume 17, 2010 - Issue 15
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Original Articles

A note on the subprime mortgage crisis: dynamic modelling of bank leverage profit under loan securitization

Mark Adam Petersen Department of Mathematics and Applied Mathematics, North-West University (Potchefstroom Campus), Private Bag X 6001, Potchefstroom, 2520, South AfricaCorrespondence[email protected]
,
Mmboniseni Phanuel Mulaudzi Department of Mathematics and Applied Mathematics, North-West University (Potchefstroom Campus), Private Bag X 6001, Potchefstroom, 2520, South Africa
,
Janine Mukuddem-Petersen Department of Mathematics and Applied Mathematics, North-West University (Potchefstroom Campus), Private Bag X 6001, Potchefstroom, 2520, South Africa
&
Ilse Schoeman Department of Mathematics and Applied Mathematics, North-West University (Potchefstroom Campus), Private Bag X 6001, Potchefstroom, 2520, South Africa
Pages 1469-1474 | Published online: 10 Nov 2009

Citations (8)

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Read on this site (3)

Gabriella Chiesa & José Manuel Mansilla-Fernández. (2019) Disentangling the transmission channel NPLs-cost of capital-lending supply. Applied Economics Letters 26:16, pages 1333-1338.
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Jyh-Horng Lin, Chuen-Ping Chang & Wei-Ming Hung. (2012) A note on bank bailout: equity quality and direct equity injections. Applied Economics Letters 19:10, pages 947-951.
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Jyh-Horng Lin, Jyh-Jiuan Lin & Ching-Hui Chang. (2012) A note on selling distressed loans with bank bailouts: modelling of bank interest margins with default probabilities. Applied Economics Letters 19:7, pages 623-627.
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Articles from other publishers (5)

Mmboniseni Mulaudzi, Mark Petersen & Janine Mukuddem-Petersen. 2014. Transactions on Engineering Technologies. Transactions on Engineering Technologies 533 547 .
M. A. Petersen, M. P. Mulaudzi, J. Mukuddem-Petersen, I. M. Schoeman & B. de Waal. (2012) Stochastic control of credit default insurance for subprime residential mortgage-backed securities. Optimal Control Applications and Methods 33:4, pages 375-400.
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M. A. Petersen, J. Mukuddem-Petersen, B. De Waal, M. C. Senosi & S. Thomas. (2011) Profit and Risk under Subprime Mortgage Securitization. Discrete Dynamics in Nature and Society 2011, pages 1-64.
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M. A. Petersen, J. Mukuddem-Petersen, M. P. Mulaudzi, B. de Waal & I. M. Schoeman. (2010) Subprime Risk and Insurance with Regret. Discrete Dynamics in Nature and Society 2010, pages 1-52.
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J. Mukuddem-Petersen, M. P. Mulaudzi, Mark Adam Petersen & I. M. Schoeman. (2009) Optimal mortgage loan securitization and the subprime crisis. Optimization Letters 4:1, pages 97-115.
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