A New Method for Determining Government Credit Risk Exposure
January 3, 2019
January 3, 2019
There is now an effective methodology for valuing government interventions in capital markets. Brent W. Ambrose and Zhongyi Yuan use the mortgage portfolios of Fannie Mae and Freddie Mac to demonstrate how policymakers can price the government’s program credit risk.
•Bylaws •Code of Conduct •Privacy Notice •Terms of Use © 2022 Global Association of Risk Professionals