Inicio > Term: Basis risk
Basis risk
Price risk inherent in forward transactions. Risk that the correlation between the price of a financial future and that of the underlying spot instrument could change so significantly as to diminish the success of the hedging transaction.
- Parte del discurso: noun
- Industria/ámbito: Banca
- Categoría: Banca de inversión
- Company: UBS
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- Harry8L
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