1. A macro risk control strategy is one used to control the interest rate risk of a...

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1. A macro risk control strategy is one used to control the interest rate risk of a portfolio without regard to the price movement of any individual bond comprising the portfolio.

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Measuring And Controlling Interest Rate And Credit Risk

ISBN: 9780471268062

2nd Edition

Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry

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Question Posted: Oct 24, 2024 04:02 AM

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1. A macro risk control strategy is one used to control the interest rate risk of a portfolio without regard to the price movement of any individual bond comprising the portfolio.
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1. A macro risk control strategy is one used to control the interest rate risk of a...

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Measuring And Controlling Interest Rate And Credit Risk

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