Macro hedging: Difference between revisions
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* [[Natural hedge]] | * [[Natural hedge]] | ||
* [[Portfolio revaluation approach]] | * [[Portfolio revaluation approach]] | ||
* [[Risk management]] | |||
[[Category:Manage_risks]] | [[Category:Manage_risks]] | ||
Latest revision as of 17:02, 29 August 2024
The hedging of interest rate risk on a portfolio basis, rather than at the level of individual assets and liabilities.
Macro hedging takes account of natural offsets within the portfolio, reducing the amount of external hedging needed.
