Second pass regression
	• A cross-sectional regression of portfolio returns on betas. The estimated slope is the measurement of the reward for bearing systematic risk during the period analyzed.
	Embedded terms in definition
	Portfolio Risk Systematic risk Systematic
	Related Terms
	Agency pass throughs Conventional pass throughs First pass regression Fully modified pass throughs Gnma pass through certificate Linear regression Modified pass throughs Mortgage pass through securities Mortgage pass through security Multiple regression Pass through Pass through coupon rate Pass through rate Pass through securities Pass throughs Private label pass throughs Private pass throughs Regression analysis Regression equation Regression toward the mean Simple linear regression

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