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Forecast Modelling of Future Events that Affect the Repayment Capacity of Mortgages
KTH, School of Engineering Sciences in Chemistry, Biotechnology and Health (CBH), Biomedical Engineering and Health Systems, Health Informatics and Logistics.
KTH, School of Engineering Sciences in Chemistry, Biotechnology and Health (CBH), Biomedical Engineering and Health Systems, Health Informatics and Logistics.
2019 (English)Independent thesis Basic level (university diploma), 10 credits / 15 HE creditsStudent thesisAlternative title
Prognosmodellering för framtida händelser som påverkar återbetalningsförmågan för bolån (Swedish)
Abstract [en]

The Swedish Financial Supervisory Authority introduced new guidelines and regulations on March 1, 2019. These regulations induced Swedish banks and other creditors to consider future events as a mean to improve their ability to determine the risk of debtors. A forecast generator was created as a tool to accomplish this. The constraints of this thesis limited the forecast generator to mortgages with four parameters: loss of income, pension, foreign currency and depreciation. The forecast generator was created by combining components of Vitec Capitex's existing mortgage calculator as well as by adding new components. The new components were utilized in advancing loans and budgets in time, as well as calculating a suitable income insurance in the case of a loss of income. Furthermore, the forecast generator could approximate the pension a debtor would receive when retired. The forecast generator could calculate the economic situation of debtors after a future event took place such as a loss of income or an early or late retirement. A suitable income insurance would prevent a debtor from insolvency in the case of an income loss.

Abstract [sv]

Finansinspektionen införde nya riktlinjer och föreskrifter den 1 mars 2019. Dessa föreskrifter anvisade banker och andra borgenärer att ha ett framåtblickande perspektiv för att förbättra deras förmåga att bedöma gäldenärers risk. En beräkningsmotor skapades som ett verktyg för att genomföra detta. Avgränsningarna för denna avhandling begränsar beräkningsmotorn till konsumenter som köper bostadskrediter med fyra parametrar: inkomstbortfall, pension, utländsk valuta och värdeminskning. Beräkningsmotorn skapades genom att kombinera komponenter från Vitec Capitex's existerande beräkningsmotor samt genom att lägga till nya komponenter. De nya komponenterna användes för att beräkna lån och budget för gäldenärer över tid, samt beräkna en passande inkomstförsäkring utifrån ett inkomstbortfall. Vidare kunde beräkningsmotorn approximera en pensionsinkomst efter gäldenären gått i pension. Beräkningsmotorn kunde även beräkna den ekonomiska situationen för gäldenärer efter en framtida händelse inträffat som inkomstbortfall eller en tidig pension. En lämplig inkomstförsäkring skulle skydda en gäldenär från obestånd ifall ett inkomstbortfall inträffat.

Place, publisher, year, edition, pages
2019. , p. 80
Series
TRITA-CBH-GRU ; 2019:036
Keywords [en]
Mortgage calculator, forecast modelling, loss of income, pension, foreign currency, depreciation, interest rate, left-to-live-on, surplus, deficit
Keywords [sv]
Boendekalkyl, prognosmodellering, inkomstbortfall, pension, utländsk valuta, värdeminskning, ränta, kvar att leva på, överskott, underskott
National Category
Software Engineering Computer Engineering
Identifiers
URN: urn:nbn:se:kth:diva-252808OAI: oai:DiVA.org:kth-252808DiVA, id: diva2:1322419
External cooperation
Vitec Capitex AB
Subject / course
Computer Technology and Software Engineering
Educational program
Bachelor of Science in Engineering - Computer Engineering
Supervisors
Examiners
Available from: 2019-06-11 Created: 2019-06-10 Last updated: 2019-06-11Bibliographically approved

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