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Risk Latte - Dynamics of Long Dated FX Products - Power Reverse Dual Currency Notes That was the fastest growing segment of the overall foreign exchange market. Those risks are hedged with interest rate swaps in each currency to reduce interest rate riskinterest rate swaptions in each currency to reduce interest rate volatility exposures, FX Options to reduce FX volatility exposures and Basis swaps to reduce basis risk.
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Long Dated Forward
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