Portfolio hedging: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Link with Interest rate risk and Portfolio pages) |
imported>Doug Williamson (Classify page.) |
||
| Line 4: | Line 4: | ||
== See also == | == See also == | ||
* [[Interest rate risk]] | |||
* [[Macro hedging]] | * [[Macro hedging]] | ||
* [[Portfolio]] | * [[Portfolio]] | ||
[[Category:Manage_risks]] | |||
Latest revision as of 06:55, 2 July 2022
The hedging of interest rate risk or other risks on a portfolio basis, rather than at the level of individual assets and liabilities.
