Question
5. If a bank has a positive Repricing GAP, how can swaps be used to provide an off balance sheet method to hedge interest rate
5. If a bank has a positive Repricing GAP, how can swaps be used to provide an off balance sheet method to hedge interest rate risk? In other words, what would you want them to do to floating (RSAs and RSLs) versus fixed?
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The Handbook Of Credit Portfolio Management
Authors: Greg Gregoriou, Christian Hoppe
1st Edition
0071598340, 978-0071598347
