Determinants of commercial mortgage-backed securities credit ratings: Australian evidence

QR Code

Determinants of commercial mortgage-backed securities credit ratings: Australian evidence

Using artificial neural networks (ANN) and ordinal regression (OR) as alternative methods to predict Commercial Mortgage-backed Securities (CMBS) credit ratings, we examine the role that various financial and industry-based variables have on CMBS credit ratings issued by Standard and Poor’s from 199...

Full description

Bibliographic Details
Main Authors:	Chikolwa, B., Chan, Felix
Format:	Journal Article
Published:	Vilnius Jediminas Technical University, Lithuanian Academy of Sciences and Napier University 2008
Subjects:	Credit rating prediction Ordinal regression Artificial neural networks Commercial mortgage-backed securities
Online Access:	http://hdl.handle.net/20.500.11937/48145

Similar Items

Development and structuring of commercial mortgage-backed securities in Australia
by: Chikolwa, Bwembya C
Published: (2008)

Mortgage and MBS-A Case of Shanghai
by: LI, YIJIA
Published: (2007)

Rainfall-induced landslide prediction using backpropagation neural network / Noor Munirah Md Saad
by: Md Saad, Noor Munirah
Published: (2006)

Securitization as a response to monetary policy
by: Zhang, Jiarui, et al.
Published: (2019)

A trust-based bio-inspired approach for credit lending decisions
by: Mirtalaei, M., et al.
Published: (2012)

Financial literacy, present bias and alternative mortgage products
by: Gathergood, John, et al.
Published: (2017)

mortgage and MBS--the case of Shanghai
by: LI, YIJIA
Published: (2007)

Design of Shared Appreciation Mortgage
by: Hu, Xiaoming
Published: (2006)

Mortgage Securitisation-An Investigation of the Risks Inherent in Financing Process: from the borrowers to investors
by: Wei, Xiaoxu
Published: (2008)

Securitization of Real Estate in Singapore
by: Patel, Nishkal
Published: (2007)

Pricing Asset-backed Securities: A Revised Model
by: Bradka, Lukas
Published: (2008)

A study of factors affecting customers’ demand towards loan provided by Sabah Credit Corporation / Siti Noorhazwanie Rosli
by: Rosli, Siti Noorhazwanie
Published: (2014)

Examining Safety Of Electronic Signs: Using Ordinal Logistic Regression On Speeding
by: Ebrahim, Zuhair, et al.
Published: (2014)

Modularity in artificial neural networks
by: Amer, Mohammed Elsayed Mohammed
Published: (2021)

Simulating pile load-settlement behavior from CPT data using intelligent computing
by: Alkroosh, Iyad, et al.
Published: (2011)

A distributed model predictive control strategy for back-to-back converters
by: Tarisciotti, Luca, et al.
Published: (2016)

Factors influencing customers to choose Bank Rakyat Islamic credit card / Siti Nur'ain Ismail Yatim
by: Ismail Yatim, Siti Nur'ain
Published: (2019)

A comparison of Bai Bithaman Ajil, Musharakah Mutanaqisah and the conventional home mortgages and the effects to the economy / Sheikh Izhar Sheikh Salleh
by: Sheikh Salleh, Sheikh Izhar
Published: (2011)

Factors influencing islamic credit card holders / Nik Alis Rina Jamsari.
by: Jamsari, Nik Alis Rina
Published: (2019)

Household debt: impact of Mortgage financing towards banking institutions in Malaysia / Juriah Jamalludin
by: Jamalludin, Juriah
Published: (2011)

Mortgage loan/financing: a comparison between conventional and islamic products and features of Malayan Banking Berhad (MBB) / Wan Ahmad Zakirin Wan Mus
by: Wan Mus, Wan Ahmad Zakirin
Published: (2010)

A study on the factors that influence the usage of credit card: case in Kelantan / Nur Fadhilah Ismail
by: Ismail, Nur Fadhilah
Published: (2011)

Neural Network Preference Learning Approaches For Improving Agent-Based Meeting Scheduling Problems
by: Tang, En Lai
Published: (2007)

THE PRICING MODEL FOR SHARED APPRECIATION MORTGAGE AND RELATED FACTORS
by: SHI, YI
Published: (2007)

The profile of credit defaulters in Bank Rakyat Masjid Tanah / Norhamizah Mohd Noor
by: Mohd Noor, Norhamizah
Published: (2004)

Underlying lending loans principle based on 7 C’s of credit assessment in credit processing department: a case study of Bank Kerjasama Rakyat (M) Berhad Malacca Branch / Muhammad Syafiq Anuar
by: Anuar, Muhammad Syafiq
Published: (2011)

A modified KMV-Merton model for predicting the levels of credit risk among Malaysian public listed companies / Norliza Muhamad Yusof
by: Muhamad Yusof, Norliza
Published: (2013)

Factors influencing credit card spending behaviour among gen Y employees in Zuellig pharma Sdn. Bhd. / Fatin Atasha Md Zaki
by: Md Zaki, Fatin Atasha
Published: (2015)

A study on the credit policy practice by Professional Services Development Corporation (PSDC) in account receivable management / Siti Nadrah Sh Mohd Afandi
by: Sh Mohd Afandi, Siti Nadrah
Published: (2010)

Factors that influence the use of credit card: a case study in Negeri Sembilan / Muhammad Afiq Baharin and Nur Liyana Mohd Nizar
by: Baharin, Muhammad Afiq, et al.
Published: (2014)

The determinants of non-performing loan in Malaysia / Shahira Puteri Shaari
by: Shaari, Shahira Puteri
Published: (2017)

What drives issue spreads on commercial paper?: Evidence from New Zealand commercial paper tenders
by: Poskitt, Russell
Published: (2013)

Loan process of micro credit loan: a case study on Agrobank branch of Melaka / Siti Salbiyah Md Said
by: Md Said, Siti Salbiyah
Published: (2010)

Optimizing overbreak prediction based on geological parameters comparing multiple regression analysis and artificial neural network
by: Jang, Hyongdoo, et al.
Published: (2013)

Determinants of Credit Spreads on Asset-Backed Securities: A British Case Study in the Context of the COVID-19 Pandemic
by: Shen, Jiaqi
Published: (2021)

Artificial neural network model for prediction of drilling rate of penetration and optimization of parameters
by: Bataee, M., et al.
Published: (2014)

A study on the factors effecting loan demand in Malaysia’s commercial bank / Nazrul Hanis Zaidan
by: Zaidan, Nazrul Hanis
Published: (2011)

Three essays on credit ratings
by: Ronchetti, Marta Allegra
Published: (2018)

Sovereign credit risk spillover
by: Xie, Hui
Published: (2014)

Capability on paying back microfinance loan: a case study in Bank Simpanan Nasional (HQ) Jalan Ampang Kuala Lumpur / Nordiyana Ayuni Zakaria
by: Zakaria, Nordiyana Ayuni
Published: (2010)

Cannot write session to /tmp/vufind_sessions/sess_r04f3leb1kkv4rii5d1u4mfd8n