Fannie Mae reported Tuesday that the duration gap of its mortgage portfolio narrowed to negative-10 months in September, a development that sparked a relief rally in shares of the government-sponsored ...
Shares of Fannie Mae FNM, -2.99% rose $2.46 to $62 in Instinet pre-open trading after telling investors that it had narrowed the duration gap on its mortgage portfolio to minus 10 months as of Sept.
Starting in 2027, duration gap regulations will be introduced in the management evaluation of insurance companies. The ultimate observation maturity, which is currently set at 23 years, will be ...
Fannie Mae came under the spotlight late last month following disclosure that its duration gap, a figure identifying the duration of its assets against liabilities, had reached a record level of minus ...
A simple change in bank reporting requirements would prevent future failures like Silicon Valley Bank's, write Edward Golding and Deborah Lucas, of MIT. We can go a long way to preventing another ...
Earnings are under pressure from falling deposit margins and weak lending volumes, but the bank's hedging and strong Nordic economies provide some resilience. Also, the duration gap being more ...
The company cut the gap to 10 months from 14, but worries still remain. won an importantskirmish Tuesday, although the war is far from over. The firm reported that its duration gap fell to 10months in ...
Financial authorities decided to extend the timing for expanding the last liquid point to 30 years from 2027 to 2035 to ease insurers' capital adequacy burdens. In contrast, oversight related to the ...
Last week Fannie Mae reported that its duration gap–a simple measure of the mismatch between the maturity of its assets and the maturity of its liabilities–fell to negative 14 months. The Office of ...
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