American Capital Agency: Making Money the Old-Fashioned Way [View article]
Looks like their model is the same as Annaly, Hatterras etc. The borrow short term to buy long term mortgages. This is a profitable business as long as the yeild curve is steep. The model will breakdown in a flat yeild curve or inverted yeild curve.
Financial leverage of 8 X is actually not bad. It is much better than most banks. Leverage is needed to amplify the spread between short term interest they have to pay in order to buy MBS from the GSE's.
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Looks like their model is the same as Annaly, Hatterras etc. The borrow short term to buy long term mortgages. This is a profitable business as long as the yeild curve is steep. The model will breakdown in a flat yeild curve or inverted yeild curve.
Sep 07 20:24 pm
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All Comments by E Nuff Sed »American Capital Agency: Making Money the Old-Fashioned Way [View article]
Financial leverage of 8 X is actually not bad. It is much better than most banks. Leverage is needed to amplify the spread between short term interest they have to pay in order to buy MBS from the GSE's.