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these GSEs as mortgage market conditions deteriorated in 2007 and 2008. The analysis focuses on a key element of OFHEO …
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for Fannie Mae and Freddie Mac. We study a key component of OFHEOs model - 30-year fixed-rate mortgage performance - and … in a significant underprediction of mortgage credit losses and associated capital needs at Fannie Mae and Freddie Mac …
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