Hedging: Difference between revisions
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imported>Doug Williamson (Link with new Guide to risk management page & remove link to old Risk management page.) |
imported>Doug Williamson (Link with qualifications pages.) |
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* [[Authority limits]] | * [[Authority limits]] | ||
* [[Basis risk]] | * [[Basis risk]] | ||
* [[CertFMM]] | |||
* [[Covering]] | * [[Covering]] | ||
* [[Delta hedging]] | * [[Delta hedging]] | ||
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* [[Longevity]] | * [[Longevity]] | ||
* [[Macro hedging]] | * [[Macro hedging]] | ||
* [[MCT]] | |||
* [[Option]] | * [[Option]] | ||
* [[Outturn]] | * [[Outturn]] | ||
Revision as of 16:04, 22 November 2014
Traditionally hedging refers to the process whereby a firm uses financial instruments (such as forward contracts, futures contracts or options) or other techniques to reduce the impact of fluctuations in such factors as the market price of credit, foreign exchange rates, or commodity prices on its profits or corporate value.
The application of hedging techniques has been extended to the management of many other risks including for example inflation and longevity risk arising in pension funds.
See also
- Arbitrage
- Authorisation
- Authority limits
- Basis risk
- CertFMM
- Covering
- Delta hedging
- Foreign exchange forward contract
- Futures
- Hedge accounting
- Inflation risk
- Interest rate guarantee
- Longevity
- Macro hedging
- MCT
- Option
- Outturn
- Overhedging
- Pre-settlement risk
- Guide to risk management
- Speculation
- Uncovered
- Underhedging
- Warehousing
