Protects against rising rates

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  • Andrew Paolillo

    Mortgage Portfolio Optimization

    In addition to selling new production loans through the Mortgage Partnership Finance® (MPF®) Program, selling seasoned loans can be a useful tool to navigate different risks and adjust the composition of both the asset and liability sides of the balance sheet.

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  • MPF 35 and Credit Risk Sharing

    The MPF Program uses a layered credit enhancement structure in which losses are absorbed sequentially by borrower equity, private mortgage insurance (if applicable), the First Loss Account, the PFI’s Credit Enhancement Obligation, and finally FHLBank Boston.

    Read Article, MPF 35 and Credit Risk Sharing

  • Case Study: Mortgage Hold vs. Sell Analysis

    This case study examines whether newly originated residential mortgages should be held in portfolio or sold through the Mortgage Partnership Finance® (MPF®) 35 Program, emphasizing that a mortgage’s coupon rate alone does not determine its value. Using a sample $10 million mortgage pool, the analysis found that selling through MPF 35 and redeploying the proceeds generated significantly greater five-year economic value than holding the loans, while also transferring interest rate and prepayment risk.

    Read Article, Case Study: Mortgage Hold vs. Sell Analysis
  • Andrew Paolillo

    Non-Match Funded Strategies for Insurance Companies

    The deep menu of FHLBank Boston advance products affords insurance company members the ability to use funding in both strategic and tactical ways.

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  • Asset-Liability Management & Funding Strategies for the Current Environment

    Read Article, Asset-Liability Management & Funding Strategies for the Current Environment
  • Caroline Casavant

    How it Works: Mortgage Partnership Finance® (MPF®) Program

    The Mortgage Partnership Finance® (MPF®) Program supports FHLBank Boston members in extending housing financing to their communities. MPF allows members to access liquidity, tailor risk, and focus on their competitive advantage: credit risk in their communities.

    Read Article, How it Works: Mortgage Partnership Finance® (MPF®) Program

  • May 2026 Peer Analysis and Balance Sheet Strategies Update

    FHLBank Boston’s strategies team discusses what is occurring on depository member balance sheets and reviews important trends in the capital markets, economy, and banking industry.

    Read Article, May 2026 Peer Analysis and Balance Sheet Strategies Update

  • Asset-Liability Management & Funding Strategies for the Current Environment

    Read Article, Asset-Liability Management & Funding Strategies for the Current Environment

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William Parent

Annual Report

Our Annual Report illustrates how the Bank’s steady financial performance and member partnerships are advancing New England’s economy and enabling us to fulfill our mission each day.

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Commitment in Action

Discover the impact we are having throughout New England through a collection of articles, member features, and photos.

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