Macro hedging

From ACT Wiki
Jump to navigationJump to search
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

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.


See also