Work

Canada Housing Trust Swap Analytics

Year: 2022

Type: article

Abstract: The Canada Housing Trust Swap includes variable rate mortgages and involves reinvestments made by the principal payments. The variable rate mortgages that appear in the deal are a result of these reinvestment. The model was in the context of the much more complicated problem where the notional on the mortgages was not fixed, and reinvestments were made at prevailing market prices.

Source: Zenodo (CERN European Organization for Nuclear Research)

DOI: 10.5281/zenodo.6546722

Author: David Lee

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W6968675648

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