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~institution:"National Bureau of Economic Research"
~person:"Matvos, Gregor"
~subject:"Hedgefonds"
~subject:"Risikomanagement"
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Book Value Risk Management of Banks : Limited
Hedging
, HTM Accounting, and Rising Interest Rates
Granja, João
;
Jiang, Erica Xuewei
;
Matvos, Gregor
; …
-
National Bureau of Economic Research
-
2024
, focusing on short-term gains but risking further losses if rates rose. Instead of
hedging
the market value risk of bank asset …
Persistent link: https://www.econbiz.de/10014512148
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