The Use of Factor Models in Portfolio Credit Risk Management of Mortgage Backed Housing Loans and Cash Loans Portfolios

Piotr Osiński2025-07-252025-07-2520122658-084510.7206/mba.ce.2084-3356.27https://repozytorium.kozminski.edu.pl/handle/item/1376CC-BY-NC-ND-4.0factor modelscredit risk modelscredit value at riskfactor modelscredit risk modelscredit value at riskThe Use of Factor Models in Portfolio Credit Risk Management of Mortgage Backed Housing Loans and Cash Loans PortfoliosThe Use of Factor Models in Portfolio Credit Risk Management of Mortgage Backed Housing Loans and Cash Loans PortfoliosArticle