Fannie Mae, Freddie Mac, and Hedging.(Fannie Mae reports duration gap rose 55% last month)(Statistical Data Included)Fernandez, Tommy
Sibayan, Karen
Fannie Mae Narrows Duration Gap.Reports that the Federal National Mortgage Association of the U.S. has narrowed its duration gap, a measure of how well cash flows from assets and liabilities match up, in October 2002.EBSCO_bspWall Street Journal - Eastern EditionHaviv...
Fannie Mae: Closing Blacks Housing GapBailey, Chauncey
Fannie Mae Corp.'s duration gap widened from zero in March to positive three months in April--its largest mismatch since August but well within its target range for the closely watched measure of interest rate risk. A positive gap represents an expectation that assets will remain on the books...