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If I have a CSA that contains say GBP Gilts and GBP cash, how do i hedge the risk that the gilt funding cost goes up.

Lets say my portfolio is > 10 years.

Let's assume I have a discount curve that is based on supply and demand of these types of CSAs.

I dont believe there is a long term repo market, so i cant construct my curve based on any observables.

Any other suggestions/ideas?

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