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2 datasets found

Federal

Methodology for Determining Credit Risk Scenarios for Stress-Testing Mortgage Related Assets

Federal Housing Finance Agency —

The FHFA stress test is updated each quarter according to objective rules derived from fundamental economic relationships. These rules affect a dynamic adjustment to...
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Federal

Methodology for Determining Market Risk Scenarios

Federal Housing Finance Agency —

The FHFA methodology to construct a historically-based shock for a given interest rate is to measure the absolute change at each term point on the corresponding yield...
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2 datasets found

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