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Technology Stocks : Intel Corporation (INTC)
INTC 39.36-0.1%Jan 5 3:59 PM EST
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To: Amy J who wrote (171224)9/25/2002 8:10:15 AM
From: Dan3   of 186894
 
Re: The duration gap of a financial company is equal to the duration of assets minus the duration of liabilities

Let's hope they've hedged most or all of that risk - they've certainly hedged some of it:

Fannie Mae primarily uses derivative instruments as substitutes for noncallable and callable debt issued in the cash markets to help match the cash flow characteristics of its debt with those of its mortgages and reduce the interest rate risk in its portfolio. Fannie Mae accounts for its derivatives under Financial Accounting Standard No. 133 (FAS 133), Accounting for Derivative Instruments and Hedging Activities, which was adopted on January 1, 2001. The implementation of this standard resulted in significant accounting presentation changes to both the company's income statement and balance sheet.
fanniemae.com
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