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SSRNDerivatives & Volatility

Banks' Risk Hedging for Fixed-Income Securities

The study indicates that banks meet timing requirements for discretionary hedging of fixed-income security and funding risks, but the effectiveness of these strategies is uncertain.

Featured in No. 14 on 30 Aug 2023 ·

Released
19 Apr 2023
First featured
No. 14 · 30 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
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Identifier
SSRN 4554520

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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