---
title: Banks' Risk Hedging for Fixed-Income Securities
url: https://www.ml-quant.com/papers/ssrn/4554520/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4554520
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4554520
featured: 2023-08-30
citations: unknown
topic: Derivatives & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4554520
- Identifier: SSRN 4554520
- Released: 2023-04-19
- First featured: Quant Letter No. 14 (2023-08-30): https://www.ml-quant.com/issues/2023-08-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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