Gamma and Pass-through: Difference between pages

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''Options analysis''.
A structure or process in which an intermediary transmits value or information, without retaining it at the level of the intermediary.
The rate of change of an option’s delta, with respect to changes in the market price of the underlying asset.  
 
 
"By changing [the] Base Rate, the central bank may hope to influence market rates generally. It seems that anticipated changes to Base Rate are one of the largest influences on movements in general market interest rates between actual Base Rate changes (Paul Mizen and Boris Hofmann - "Working Paper No 170: Base rate pass-through: evidence from banks' and building societies' retail rates" - London, 2002, ISSN 1368-5562)."
 
''Base rate - the Treasurer's Wiki.''


This is the second derivative of the option’s value, with respect to changes in the market price of the underlying asset.


== See also ==
== See also ==
* [[Delta]]
* [[Base rate]]
* [[Greeks]]
* [[Intermediary]]
* [[Pass-through wallet]]


[[Category:The_business_context]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Cash_management]]
[[Category:Financial_products_and_markets]]
[[Category:Liquidity_management]]
[[Category:Technology]]

Latest revision as of 23:24, 28 June 2023

A structure or process in which an intermediary transmits value or information, without retaining it at the level of the intermediary.


"By changing [the] Base Rate, the central bank may hope to influence market rates generally. It seems that anticipated changes to Base Rate are one of the largest influences on movements in general market interest rates between actual Base Rate changes (Paul Mizen and Boris Hofmann - "Working Paper No 170: Base rate pass-through: evidence from banks' and building societies' retail rates" - London, 2002, ISSN 1368-5562)."

Base rate - the Treasurer's Wiki.


See also