22-24 Microhedging uses futures or forward contracts to hedge the entire balance sheet duration gap.
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Q16: 22-2 Derivative contracts allow an FI to
Q17: 22-19 An FI with a positive duration
Q18: 22-7 In a forward contract agreement,the quantity
Q19: 22-13 A futures contract has only one
Q20: 22-8 Forward contracts are individually negotiated and,therefore,can
Q22: 22-27 Selective hedging that results in an
Q23: 22-26 Routine hedging will allow the FI
Q24: 22-32 Hedging a specific on-balance-sheet cash position
Q25: 22-36 Hedging foreign exchange risk in the
Q26: 22-22 More FIs fail due to credit
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