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Hedges in the warehouse: the banks get trimmed

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Author Info
Adrian D'Silva
Brian Gordon
Abstract

When banks “warehouse” loans, that is, hold them temporarily before selling them through securitizations, how do they protect themselves against credit risk? This article examines the effectiveness of hedging strategies in the context of the recent heavy losses in financial markets.

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File URL: http://www.chicagofed.org/publications/fedletter/cflapril2008_249.pdf
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Publisher Info
Article provided by Federal Reserve Bank of Chicago in its journal Chicago Fed Letter.

Volume (Year): (2008)
Issue (Month): Apr ()
Pages:
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Handle: RePEc:fip:fedhle:y:2008:i:apr:n:249

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Related research
Keywords: Hedging (Finance) ; Securities;

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This page was last updated on 2009-12-17.

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