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~institution:"Federal Reserve Bank of Philadelphia"
~person:"Levin, Alex"
~subject:"Risk management"
~subject:"Übernahme"
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Understanding and measuring risks in Agency CMOs
Arcidiacono, Nicholas
;
Cordell, Larry
;
Davidson, Andrew
; …
-
Federal Reserve Bank of Philadelphia
-
2013
interest rate risk is not the only risk that needs to be considered when conducting risk
management
with CMOs. …
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