Uncovered: Difference between revisions
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imported>Doug Williamson (Classify page.) |
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2. In relation to a market position, the situation where the position taker is exposed to the risk of adverse changes in market rates or prices. | In relation to a cover ratio, the situation where the cover ratio falls below 1.0. | ||
2. | |||
In relation to a market position, the situation where the position taker is exposed to the risk of adverse changes in market rates or prices. | |||
3. | |||
In relation to an operational exposure, an ''uncovered'' exposure is one which has not been hedged. | |||
== See also == | == See also == | ||
* [[Cover ratio]] | * [[Cover ratio]] | ||
* [[Covered bond]] | |||
* [[Covered position]] | * [[Covered position]] | ||
* [[Hedging]] | * [[Hedging]] | ||
* [[Uncovered interest arbitrage]] | * [[Uncovered interest arbitrage]] | ||
[[Category:Identify_and_assess_risks]] | |||
Latest revision as of 13:03, 2 July 2022
1.
In relation to a cover ratio, the situation where the cover ratio falls below 1.0.
2.
In relation to a market position, the situation where the position taker is exposed to the risk of adverse changes in market rates or prices.
3.
In relation to an operational exposure, an uncovered exposure is one which has not been hedged.
