Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Central Bank of Kenya"
Now showing items 1-2 of 2
-
Semi-Markov credit risk modeling for a portfolio of consumer loans in the Kenyan banking industry
Based on simulations of implied values for credit worthiness over a period of 5 years for 1000 consumers, we establish a case for the semi-markov models as a proxy for internal credit risk models for a portfolio of consumer ... -
Viability of home equity conversion mortgage in Kenya
(Strathmore University, 2017)Housing wealth as a source of retiree income is normally neglected. This form of wealth could have an incremental value on the homeowner's retirement income if they could be able to leverage this ownership as collateral ...