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Home » Store » Taxable » Fannie Rocked by ‘Duration Gap’ Disclosure

Fannie Rocked by ‘Duration Gap’ Disclosure

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Does Fannie Mae have a problem managing its interest rate risk in a declining rate environment? That was the million – some say billion – dollar question being kicked around Washington as well as Wall Street for much of the past week. On one side of the issue were Fannie Mae, its chief regulator and most Wall Street analysts who seemed to agree that the GSE’s recent “duration gap” problem was merely a temporary aberration
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