Freddie Mac 2015 Annual Report Download - page 90
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Management's Discussion and Analysis Risk Management | Overview
Freddie Mac 2015 Form 10-K 88
ECONOMIC CAPITAL
We use an internal economic capital framework as a component in our risk management process, which
includes a risk-based measurement of capital adjusted for relevant interest rate and other market, credit,
and operational risks. We assign economic capital internally to asset classes based on their respective
risks. Economic capital is a factor we consider when we make economic decisions, establish risk limits,
and measure profitability. We are working with FHFA to develop an overall risk measurement framework
for evaluating Freddie Mac's and Fannie Mae's business decisions during conservatorship.