Financial Risk Measurement - Market Engagement

Homes England manages a significant portfolio of assets including the government's Help to Buy portfolio, a recoverable assets portfolio that comprises loans, debt, and equity, and a guarantees portfolio. The Agency's portfolio is concentrated in the housing / house build sector. As part of Homes England's accounting requirements under IFRS 9 and for other financial risk measurement and management purposes, the Agency is required to produce parameter estimates that can be used in the Agency's Financial Risk models....