Do Banks Hedge Using Interest Rate Swaps?
收藏NBER2023-04-01 更新2025-01-04 收录
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https://www.nber.org/papers/w31166
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资源简介：
We analyze whether banks use interest rate swaps to hedge the interest rate risk of their assets, primarily loans and securities. By examining regulatory data on individual swap positions from the largest 250 U.S. banks, we find that banks hold large swap positions with an average notional value of
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美国国家经济研究局创建时间：
2023-04-01
