Credit Risk Leverage Math Valuation 
Barry Ritholtz
FEBRUARY 13, 2023
You know, people are comfortable, leverage builds. But there are so many tools at your disposal, and let alone how much duration you’re taking, how much interest, how much credit risk you’re taking, illiquidity, et cetera. You know, the leverage in the system builds. What’s that process like?
Barry Ritholtz
MARCH 12, 2024
And up until that moment in time, we didn’t spend a lot of time on credit risk in mortgages. We didn’t really have to model credit risk because that was, that risk was taken by the agencies. But in these private labels, you had the, the market was taking the credit risk.
Expert insights. Personalized for you.
57 
Let's personalize your content