title: ÐÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ðµ ÑÐ°ÐºÑÐ¾ÑÐ¾Ð², Ð²Ð»Ð¸ÑÑÑÐ¸Ñ Ð½Ð° Ð´Ð¾Ñ Ð¾Ð´Ð½Ð¾ÑÑÑ Ð¸Ð¿Ð¾ÑÐµÑÐ½ÑÑ Ð¾Ð±Ð»Ð¸Ð³Ð°ÑÐ¸Ð¹
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: The research of factors affecting the yield of mortgage-backed securities
Creators: name: ÐÐ°ÐºÐ¾Ð²Ð¸Ñ, ÐÐ»ÐµÑÑ
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2022
Subjects: Ð¸Ð¿Ð¾ÑÐµÑÐ½ÑÐµ Ð¾Ð±Ð»Ð¸Ð³Ð°ÑÐ¸Ð¸
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Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð°Ñ Ð¿ÑÐ¸Ð²Ð»ÐµÐºÐ°ÑÐµÐ»ÑÐ½Ð¾ÑÑÑ
mortgage-backed securities
yield
housing mortgage lending
MBS index
multiple linear regression
Russia
USA
investment attractivness

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description: The subject of the master thesis is: âThe research of factors affecting the yield of mortgage-backed securitiesâ. The given work is devoted to a analysis of housing mortgage lending system and factors affecting the yield of mortgage-backed securities. The object of the research is the mortgage lending markets of Russia and the USA. The review of theoretical aspects of mortgage lending and mortgage securitization was carried out, their main ideas and characteristics were highlighted. The scientific works related to the research topic were analyzed, a set of factors necessary for the implementation of the study were chosen. It was given the analysis of housing mortgage lending market in Russia and the USA. The studying of the regulatory and legal regulation of mortgage lending in two countries was presented. The market of securitization of mortgage-backed securities in these countries had been investigated as well. For each of mentioned criteria, a comparative analysis was carried out, similarities and differences between the Russian Federation and the USA markets were revealed. Factors affecting the yield on the mortgage bond securities in Russia and the USA were highlighted. A model of multiple linear regression has been constructed. It was conducted a comparative assessment of the influence of each factor on the yield of mortgage-backed securities index between the two countries. The obtained results were interpreted.