Swap and Forex Risk

suresh.wadhwani2009
Finance Junkie
Posts: 99
Joined: Sat Apr 07, 2012 10:24 am

Swap and Forex Risk

Postby suresh.wadhwani2009 » Thu Apr 12, 2012 10:44 am

Pls explain the below statement:

Fixed income portfolios hedged with short govt bonds and futures lose less than those hedged with interest rate swaps given equivalent durations.

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sreeram.jyothi
Posts: 6
Joined: Sat Apr 14, 2012 10:00 am

Re: Swap and Forex Risk

Postby sreeram.jyothi » Sun Apr 15, 2012 10:46 am

Hi Suresh,

Can you give me the source of your statement?

Thanks!


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