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What strategy should have SVB's risk management team implemented to protect or efficiently hedge the fair value of the bank's assets from the impact of
What strategy should have SVB's risk management team implemented to protect or efficiently hedge the fair value of the bank's assets from the impact of higher interest rates?
- Pay a fixed rate and receive a floating rate in an interest rate swap (IRS)
- Pay a floating rate and receive a fixed rate in an interest rate swap (IRS)
- Buy SOFR futures
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