87 Hoegiro
Dongdaemun
Seoul, 130-868
Korea
KDI School of Public Policy and Management
Subprime mortgage loans, Mortgage Backed Securities (MBS), credit risk management
mortgage securitization, housing price cycle, and prudence regulation
mortgage credit cycle, housing price cycle, macro-prudence regulation, housing affordability
time-varying volatility, stress testing, and asset market correlation
Financial innovation, FinTech (Financial Technology), BigTech, Market Place Lending, crowdfunding, AI and robo-advisor, RegTech
house price cycles, serial correlation, mean reversion, housing policy
Digital transformation, financial consumer protection, financial education, conflict resolution, financial consumer policy
housing and mortgage demand, tenure choice, and borrowing constraints
Digital transformation, financial consumer protection, Error Correction Model (ECM), and financial consumer policies
Mortgage Default Risk, House Price Volatility, Diversification Benefit, Default Options, House Price Index, Systematic Risk, Geographic Concentration