• Media type: E-Book
  • Title: Agency MBS as Safe Assets
  • Contributor: He, Zhiguo [Author]; Song, Zhaogang [Author]
  • Corporation: National Bureau of Economic Research
  • Published: Cambridge, Mass: National Bureau of Economic Research, April 2022
  • Published in: NBER working paper series ; no. w29899
  • Extent: 1 Online-Ressource; illustrations (black and white)
  • Language: English
  • Keywords: Asset-Backed Securities ; Hypothek ; Rendite ; Verbriefung ; Zinsstruktur ; Geldpolitik ; USA ; Arbeitspapier ; Graue Literatur
  • Reproduction note: Hardcopy version available to institutional subscribers
  • Origination:
  • Footnote:
  • Description: Measured as yield spreads against AAA corporate bonds, the convenience premium of agency MBS averages 47 basis points over 1995 - 2021, about half of the long-term-Treasury convenience premium. Both MBS convenience premium and issuance amount depend on mortgage rate negatively, consistent with a prepayment-driven demand channel. This negative dependence contrasts strikingly with the positive dependence of the MBS-repo convenience premium on the level of interest rates as implied by the "opportunity cost of money" hypothesis. The placing of agencies into conservatorship in 2008 and introduction of liquidity coverage ratio in 2013 affect convenience premium significantly, consistent with the safety and regulatory-constraint channels of MBS demand. Based on "structural" restrictions in standard models, the ratio of MBS to Treasury convenience premia pinpoints the time-varying MBS-specific safe asset demand empirically
  • Access State: Open Access