| Title: | Freddie Mac RMBS Risks - Stressing the Stress Test |
| Price: | $150.00 |
| Publication Date: | Apr 02, 2008 |
| Source: | CreditSights Inc |
| Report Type: | Article |
| Abstract: | Will Freddie Mac take losses of less than 0.1% on its RMBS portfolio, as it concludes in its own stress test? Given Freddie's systemic importance, any losses in excess of these estimates could have serious implications for broader markets. |
| Brief Excerpt: | Freddie Mac RMBS Risks - Stressing the Stress Test Freddie Mac's own published stress test of its $###bn RMBS portfolio suggests that losses will only amount to less than #.#%. We discuss possible flaws in the methodology of its stress... |
| Word Count: | 3460 |
| Report Type: | Article |
| Topic: | Strategy Structured Products, Subprime |
| Format: |
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