LASH risk and Interest Rates
收藏NBER2024-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w33241
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资源简介：
This paper studies a form of liquidity risk that we call Liquidity After Solvency Hedging or LASH risk. Financial institutions take LASH risk when they hedge against solvency risk, using strategies that require liquidity when the solvency of the institution improves. We focus on LASH risk relating
提供机构：
美国国家经济研究局
创建时间：
2024-12-01
