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1 of 1
120
110
89
98
77
67
46
160
60
38
49
20
33
13
y = 1.1429x + 6.7143
R² = 0.9321
y = 1.8321x - 74.964
R² = 0.6339
-20
0
20
40
60
80
100
120
140
160
180
0 20 40 60 80 100 120
MARKETRISK
CREDIT RISK
ASSET BACKED RISK SIMULATION MODEL
STRANDED COST
UTILITIES
MORTGAGE
BACKED
SECURITIES
©PurpleShutterbug
ASSET LIABILITY
MANAGEMENT
SUSTAINABILITY RISK
LOW
HIGH
MODERATE

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ASSET BACKED RISK SIMULATION MODEL

  • 1. 120 110 89 98 77 67 46 160 60 38 49 20 33 13 y = 1.1429x + 6.7143 R² = 0.9321 y = 1.8321x - 74.964 R² = 0.6339 -20 0 20 40 60 80 100 120 140 160 180 0 20 40 60 80 100 120 MARKETRISK CREDIT RISK ASSET BACKED RISK SIMULATION MODEL STRANDED COST UTILITIES MORTGAGE BACKED SECURITIES ©PurpleShutterbug ASSET LIABILITY MANAGEMENT SUSTAINABILITY RISK LOW HIGH MODERATE