BHC Gross Interest Rate Hedging¶
Total gross notional amount of interest rate derivatives held for purposes other than trading
BHCK8725 over total assets
BHCK2170; for the period 1995 to 2000, contracts not marked to market
BHCK8729 are added.
If t \in [1995, 2000]:
BHCK4107 are from the Bank Holding Company data by the Federal Reserve Bank of Chicago.1