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David, have you learned what kinds of loans JPM was purportedly hedging? I am confused about the very notion that hedging has any place in the business of collateralized loans. I mean, doesn’t the collateral plus the amortization schedule constitute a hedge? In my view, the very fact that huge banks with highly diverse collateralized loan portfolios supposedly need a hedge indicates that they are well aware that their loan portfolio is crap. Have they ever been asked to explain this practice, and what justification have they given?
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