The Interest Rate Risk of Fannie Mae and Freddie Mac

• 1 January 2003
• journal article
• Published by Springer Nature in Journal of Financial Services Research
• Vol. 24  (1) , 5-29
• https://doi.org/10.1023/a:1025968716887

Abstract

Keywords

• INTEREST RATE DERIVATIVES
• INTEREST RATE
• DYNAMIC HEDGING
• BUSINESS
• PUBLIC POLICY
• COST EFFECTIVENESS
• INTEREST RATE RISK
• STRESS TESTING