Covered arbitrage: Difference between revisions
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* [[Foreign exchange risk]] | * [[Foreign exchange risk]] | ||
* [[Forward foreign exchange contract]] | * [[Forward foreign exchange contract]] | ||
* [[Interest rate]] | |||
* [[Market]] | * [[Market]] | ||
* [[Price]] | * [[Price]] | ||
Latest revision as of 09:04, 19 October 2022
1. Markets - pricing - foreign exchange - interest rates.
Abbreviation for covered interest arbitrage, simultaneously borrowing and depositing in two different currencies and dealing a forward foreign exchange contract between the same currency pair to cover the related foreign exchange exposure.
2. Markets - pricing.
Similar activities with other assets and markets.
