Published May 11, 2022
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Adjustable Rate Mortgages Analytics
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Description
Adjustable rate mortgages (ARMs) model has a significant amount of parameter/model risk In particular, there are many input parameters (many of them market variables) and functions of these parameters that can have add a significant amount of risk.
Notes
https://osf.io/preprints/socarxiv/y43dx/download
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zenodo-ARM-analytics.pdf
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(136.9 kB)
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