Abstract

Journal of Actuarial Practice

Volume 6, Numbers 1 and 2, 1998


Actuarial Techniques in Risk Pricing and Cash Flow Analysis for U.K. Bank Loans

Philip Booth and Duncan E.P. Walsh

Abstract

A cash flow model is developed to set the price for a loan to a borrower with known risks. Similarities are noted between this model and those used for profit testing in life insurance. We emphasize aspects that reasonably can be treated in several ways and also indicate where the cash flow model differs from the pricing methods usually employed in bank lending. The sensitivity of interest rates to various parameters of the model such as the length of loan and the expected default rate is examined. Also, we examine how features of loans, including cash back and early repayments, can be priced.

Key words and phrases: credit risk, default rate, equity, expenses, mortgages, net present value

Philip Booth
Department of Actuarial Science and Statistics,
City University,
Northampton Square,
London ECIV OHB,
ENGLAND

Duncan E.P. Walsh
Department of Actuarial Science and Statistics,
City University,
Northampton Square,
London ECIV OHB,
ENGLAND


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