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Pastimes : Clown-Free Zone... sorry, no clowns allowed
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To: ild who wrote (189721)8/28/2002 12:08:40 AM
From: patron_anejo_por_favor  Read Replies (1) of 436258
 
<<. Fannie Mae's notional derivatives volumes rose 172 percent while Freddie Mac's volumes jumped 248 percent. The rule gives the Enterprises credit when they engage in effective risk management behavior. Freddie Mac's stress test results were especially strong because its hedges enabled it to maintain positive net interest income through nearly the full stress period in both interest rate scenarios.>>

The "stress test" of course ignores the biggest risk of all...who are the counterparties to the derivative FNM/FRE hold, and what will THEIR ability to make good on their obligations should the high risk conditions occur? That's massive exposure, so the question is far from moot.
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