How can a savings and loan bank use an interest rate swap to match its long-term fixed

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How can a savings and loan bank use an interest rate swap to match its long-term fixed rate investments with the risks of its short-term floating rate demand deposit obligations?

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 03:10 AM

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How can a savings and loan bank use an interest rate swap to match its long-term fixed

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A savings and loan SL bank has primarily two kinds of assets and liabilities ...View the full answer

An Introduction to Derivative Securities Financial Markets and Risk Management

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