Hedging for the duration
As spreads to be earned on other fixed income products have declined, mortgages have become more attractive but investors should know what risks are hedged and why. Mark Raaberg considers the main risk dynamics of hedging mortgages and why duration is a prime factor
Mortgages and real estate have recently become prominent in the headlines. They were at the heart of the savings and loan crisis, the mortgage servicing challenge, and now subprime mortgages have come right to the fore.
Subprime is the latest frontier as the industry expands home ownership ever outward. And given the collective need to utilise the vast origination capacity in the industry, subprime
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