A bank finds that its assets are not matched with its liabilities. It is taking floating-rate deposits

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A bank finds that its assets are not matched with its liabilities. It is taking floating-rate deposits and making fixed-rate loans. How can swaps be used to offset the risk?

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Fundamentals of Futures and Options Markets

ISBN: 978-0132993340

8th edition

Authors: John C. Hull

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Question Posted: Jan 20, 2016 08:50 AM

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A bank finds that its assets are not matched with its liabilities. It is taking floating-rate deposits

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Fundamentals of Futures and Options Markets

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