LASH risk and Interest Rates
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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
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美国国家经济研究局创建时间：
2024-12-01
