Managing the risk of loans with basis risk: sell, hedge, or do nothing?
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More about this item
KeywordsLoan sales ; Hedging (Finance) ; Risk management;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-02-08 (All new papers)
- NEP-CFN-2001-02-08 (Corporate Finance)
- NEP-IAS-2001-02-08 (Insurance Economics)
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