Currency derivative: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
(Create page - source - HSF Corporate debt report 2025, p8.) |
(Mend link.) |
||
| Line 11: | Line 11: | ||
* [[Collateral]] | * [[Collateral]] | ||
* [[Commodity ]] | * [[Commodity ]] | ||
* [[Commodity derivative]] | |||
* [[Commodity risk]] | * [[Commodity risk]] | ||
* [[Credit support annex]] | * [[Credit support annex]] | ||
* [[Cross-currency interest rate swap]] | * [[Cross-currency interest rate swap]] | ||
* [[Derivative instrument]] | * [[Derivative instrument]] | ||
* [[Embedded derivative]] | * [[Embedded derivative]] | ||
Latest revision as of 11:04, 11 May 2025
Risk management - hedging - currency risk - derivative instruments.
A currency derivative instrument or contract is one designed to hedge foreign currency risk.
The cash flows and value of the currency derivative relate to an underlying reference foreign exchange rate.
Examples include foreign currency futures contracts and options.
See also
- Collateral
- Commodity
- Commodity derivative
- Commodity risk
- Credit support annex
- Cross-currency interest rate swap
- Derivative instrument
- Embedded derivative
- Energy derivative
- Expiry date
- Fixing instrument
- Foreign currency
- Futures contract
- Hedging
- Inflation-linked derivative
- Interest rate derivative
- Interest rate risk
- Interest rate swap
- ISDA Master Agreement
- Linear
- Margining
- Mark to market
- Maturity
- Non-linear
- Notional principal
- Option
- Risk management
- Swaption
