Hedged

From ACT Wiki
Jump to: navigation, search

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
  • Option
  • Outturn
  • Overhedging
  • Pre-settlement risk
  • Reduce
  • Risk response
  • Sell-side firm
  • Speculation
  • Structural
  • Transfer
  • Uncovered
  • Underhedging
  • Warehousing


Other links

  • The devil is in the detail, The Treasurer, 2015
  • Harness your hedges, The Treasurer, April 2013
  • Interest rate hedging: demand the proof, The Treasurer, 2008
Retrieved from ‘https://wiki.treasurers.org/w/index.php?title=Hedged&oldid=35254’
Categories:
  • Financial risk management
  • Risk reporting

Navigation menu

Views

  • Page
  • Discussion
  • View source
  • History

Personal tools

  • Log in / create account

 

main navigation

  • Main page
  • About the wiki
  • Treasury competencies
  • Treasurer's Handbook
  • Random page
  • List all pages
  • Unapproved pages
  • Special pages
  • Terms and conditions
  • Contact us

external links

  • Visit the ACT
  • Learning Academy
  • Competency Framework

Print/export

  • Create a book
  • Download as PDF
  • Printable version

Tools

  • What links here
  • Related changes
  • Special pages
  • Permanent link
  • Page information
Powered by MediaWiki
  • This page was last modified on 9 February 2019, at 20:42.
  • This page has been accessed 2,572 times.
  • Privacy policy
  • About ACT Wiki
  • Disclaimers