Microhedging uses futures or forward contracts to hedge the entire balance sheet duration gap.
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Q27: An off-balance-sheet forward position is used to
Q28: A conversion factor often is used to
Q29: It is not possible to separate credit
Q30: In a credit forward agreement hedge, the
Q31: The sensitivity of the price of a
Q33: Selective hedging that results in an over-hedged
Q34: All bonds that are deliverable under a
Q35: Basis risk occurs when the underlying security
Q36: Hedging effectiveness often is measured by the
Q37: More FIs fail due to credit risk
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