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Linkages between secondary and primary markets for mortgages : the role of retained portfolio investments of the government-sponsored enterprises

González-Rivera, Gloria - In: The journal of fixed income 11 (2001) 1, pp. 29-36

Persistent link: https://www.econbiz.de/10001595321

Value in stress : a coherent approach to stress-testing

González-Rivera, Gloria - In: The journal of fixed income 13 (2003) 2, pp. 7-18

Persistent link: https://www.econbiz.de/10001803140

VALUE IN STRESS: A COHERENT APPROACH TO STRESS-TESTING - Stress-testing as a risk management tool lacks scientific foundation, and, as the current practice goes, is completely subjective. Nevertheless, it is a mandatory practice to monitor capital adequacy of the government-sponsored enterprises, Fannie Mae and Freddie Mac. A rational approach to stress-testing argues for a conceptual shift in the ...

González-Rivera, Gloria - In: The journal of fixed income 13 (2003) 2, pp. 7-18

Persistent link: https://www.econbiz.de/10007157721

LINKAGES BETWEEN SECONDARY AND PRIMARY MARKETS FOR MORTGAGES - The author analyzes the role of the retained portfolio investments of the government-sponsored enterprises, FNMA and FHLMC. The retained portfolio is shown to be a powerful instrument to influence yield spreads in the secondary and primary markets for mortgages. The long-run investment function links mortgage yields to the volume of ...

González-Rivera, Gloria - In: The journal of fixed income 11 (2001) 1, pp. 29-36

Persistent link: https://www.econbiz.de/10007172437

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