Basis: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Add link.)
imported>Doug Williamson
(Add link.)
Line 20: Line 20:
* [[Base]]
* [[Base]]
* [[Basis risk]]
* [[Basis risk]]
* [[Futures]]
* [[Forward contract]]
* [[Futures contract]]
* [[Risk identification]]
* [[Risk identification]]
* [[Underlying asset]]
* [[Underlying asset]]

Revision as of 15:27, 4 August 2022

1. Market conventions.

The method or convention under which a value or price has been calculated.

Sometimes known as the base.


2. Risk identification.

Abbreviation for basis risk.


3. Futures markets.

In futures markets, the price differential between (1) the price of the asset underlying the futures contract and (2) the price of the futures contract.


See also