Discovery Projects - Grant ID: DP0878575

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0878575

Funding Status
Closed

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Funded Activity Summary

The pricing and risk management of reverse mortgages in the Australian market. This project will develop new methodologies for the pricing of reverse mortgages and will examine how sensitive prices are to demographic and financial assumptions in our models. This will increase transparency in the reverse mortgage market for retired Australians and ensure they get a fair deal. Increasing pricing transparency will also reduce risks to the issuing banks both by facilitating securitization and by allowing more accurate modelling of capital costs for mortgages that remain on their balance sheet.

Funded Activity Details

Start Date: 01-01-2008

End Date: 31-07-2013

Funding Scheme: Discovery Projects

Funding Amount: $216,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Finance | Banking, Finance and Investment | Actuarial Mathematics

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services |

Other Keywords

Actuarial Mathematics | Banking, Finance and Investment | Finance | Finance and investment services | Stochastic Analysis And Modelling

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