Freddie Mac
Risk culture 2.0: redefining attitudes and behaviours in an era of change
The world is a very different place than it was prior to the Covid-19 pandemic. From changing work patterns and operational change to geopolitical tensions and rampant inflation, risk departments have never been under so much pressure
Gensler calls for enhanced US bond market transparency
SEC chief advocates shorter Trace reporting delay, public dissemination of Treasuries trades
Show, don’t tell, on op resilience – Fed examiner
OpRisk North America: banks warned of “disconnect” between theory and practice
Establishing an effective conduct risk framework
The stakes have never been higher when it comes to conduct risk. Regulators now look to hold senior managers personally liable for the misconduct of their employee populations and, with teams more globally dispersed, managing conduct and culture is more…
US banks cede to SOFR lending as credit hopes fade
Critics of risk-free rate say dynamic spread will be too late for transition
New Tradeweb/IBA benchmark tipped as ‘competitor’ to SOFR
Forward-looking risk-free rate aimed at US mortgage market could have broader applications
Left out of Fed action, lower-rated CMBS overheat
BBB yield-to-worst spirals as highly-rated bonds recover after central bank and government intervention
Hedging adviser of the year: Chatham Financial
Risk Awards 2020: Hedge accounting solution helps Freddie Mac tackle P&L swings from loan hedges
Dodge & Cox turns to MBS as Treasury yields rise
Income Fund grows securitised allocations from 36.1% to 39.7%
FHLBs: safe as houses?
Health of huge bank funder rests on home loans and money market funds
Soaring Fed Home Loan Bank borrowings spark systemic risk fears
Parallels drawn with Fannie and Freddie as commercial bank borrowing from FHLBs nears $500bn
SSA deal of the year: Fannie Mae
Risk Awards 2017: Mortgage giant refines risk-sharing deals as political landscape shifts
Dynamic credit score modeling with short-term and long-term memories: the case of Freddie Mac’s database
This paper investigates the two mechanisms of memory, short-term memory and long-term memory, in the context of credit risk assessment.
Freddie Mac reviews $600bn hedge book as losses mount
Swap spread inversion contributed to derivatives losses of $2.7 billion in 2015
Hedge funds, leverage and mortgages: why Fannie and Freddie's new deals worry some experts
Hedge funds have been keen buyers of the new mortgage risk-sharing deals issued by Fannie Mae and Freddie Mac, but as spreads have tightened, worries about leverage have grown. Some now argue mortgage finance requires a more stable source of capital. By…
UBS 'unethical' in mortgage-backed securities pricing
UBSGAM settles SEC mispricing charges for $300,000
Fannie Mae CEO steps down
Williams to leave agency once replacement is found
SEC charges against Fannie Mae and Freddie Mac execs are 'effort to rehabilitate reputation'
Securities fraud charges brought against former top executives seen by one legal expert as attempt by regulator to improve image