University of Twente Student Theses
Modelling the Impact of Climate Change Induced Events on the Loss Level of a Dutch Mortgage Portfolio
Gerrits, Jaap (2022) Modelling the Impact of Climate Change Induced Events on the Loss Level of a Dutch Mortgage Portfolio.
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| Abstract: | This research looks at the impact of climate change induced events on the expected loss of a Dutch mortgage portfolio. In particular, a quantification method is used to measure the impact of flooding and pole rot on the value of the underlying property of each mortgage. With this method an analysis is made to identify which areas have the highest exposures for the mortgage portfolio. A sensitivity analysis is then applied to see if any large changes occur in the exposure with respect to these climate events. We conclude that for the expected loss the impact of flooding is limited, whilst that of pole rot is a lot more significant. |
| Item Type: | Essay (Master) |
| Clients: | The Volksbank, Utrecht, The Netherlands |
| Faculty: | BMS: Behavioural, Management and Social Sciences |
| Subject: | 83 economics |
| Programme: | Industrial Engineering and Management MSc (60029) |
| Link to this item: | https://purl.utwente.nl/essays/91245 |
| Export this item as: | BibTeX EndNote HTML Citation Reference Manager |
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