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Risk modelling: Covid’s impact on US housing and mortgages

Risk modelling: Covid’s impact on US housing and mortgages

The Covid-19 pandemic has reshaped consumer behaviour to an extent surpassing the impact of the global financial crisis that begin in 2007–08. This fact, combined with drastic policy changes by the US federal government, has effects on financial markets that will be felt for a long time. Today, more than two years after the first outbreak, the financial markets are battling an entirely new set of economic issues as the US enters the endemic phase of the virus amid rising interest rates and inflation.

This paper reviews the impact on the US mortgage market through the lens of portfolio risk observed by the FactSet risk model, and explains why an intuitive and flexible risk model can help investors to better navigate through sudden changes in the financial market.

Download the FactSet whitepaper from Risk Library

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