a. What is the warehousing of swaps? b. Have swap dealers been successful in managing their books

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a. What is the warehousing of swaps?
b. Have swap dealers been successful in managing their books of plain vanilla interest swaps? Explain your answer.

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 04:00 AM

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a. What is the warehousing of swaps? b. Have swap dealers been successful in managing their books

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a Swap banks ware house swaps which is the situati...View the full answer

An Introduction to Derivative Securities Financial Markets and Risk Management

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