Despite Deteriorating Values, Banks Boosted MBS/ABS Holdings in 4Q22

Inside Mortgage Finance, Mar. 24, 2023–John Bancroft
Crumbling securities values — courtesy of higher interest rates — have whacked most categories of bank investment in structured financing, but bank holdings of these assets in trading accounts grew in 2022.
https://www.insidemortgagefinance.com/articles/227364-despite-deteroriating-values-banks-boosted-mbs-abs-holdings-in-4q22?v=preview