Hedged: Difference between revisions
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imported>Doug Williamson (Removed link) |
imported>Doug Williamson (Removed broken link to John Grout article) |
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*[http://www.treasurers.org/node/8925 Harness your hedges, The Treasurer, April 2013] | *[http://www.treasurers.org/node/8925 Harness your hedges, The Treasurer, April 2013] | ||
*[http://www.treasurers.org/node/689 Interest rate hedging: demand the proof, The Treasurer, 2008] | *[http://www.treasurers.org/node/689 Interest rate hedging: demand the proof, The Treasurer, 2008] | ||
Revision as of 14:02, 17 May 2017
Risk analysis and management
'Hedged' describes a situation in which any exposure to the adverse impact of fluctuations in factors such as the market price of credit, foreign exchange rates or commodity prices has been mitigated or eliminated.
See also
- Arbitrage
- Authorisation
- Authority limits
- Basis risk
- Buy-side firm
- Covering
- Dealer
- Delta hedging
- Effective
- Foreign exchange forward contract
- Futures
- Guide to risk management
- Hedge accounting
- Hedge fund
- Hedging
- Inflation risk
- Interest rate guarantee
- Longevity
- Macro hedging
- MCT
- Option
- Outturn
- Overhedging
- Pre-settlement risk
- Reduce
- Risk response
- Sell-side firm
- Speculation
- Structural
- Transfer
- Uncovered
- Underhedging
- Warehousing
