For the #climaterisk people interested in @scrawford.bsky.social discussions on MBS and risk concentration
Reposted from
George Pearkes
If you want to learn a little bit about the mortgage-backed securities (MBS) market, the Philly Fed has a 40 page briefing on it just for you. Good stuff with discussion of history, market size, pricing models, etc.
www.philadelphiafed.org/-/media/FRBP...
www.philadelphiafed.org/-/media/FRBP...
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