Search
Generic filters
Filter by Categories
Accounting
Banking

Swap Hedging

In its simplest form, swap hedging represents a mechanism by which the swap dealer takes an equal and offsetting Treasury...

Hedge

In a broader context, a single or combined position which is designed to reduce a specific type of risk, usually...

Stack Hedging

A hedging technique and a front load hedge which involves stacking or concentrating most of the futures contracts used to...

Money Market Hedge

Short term techniques which are used to lock in foreign exchange rates and cash equivalents. This is typically done by...

Maturity Mismatch

With respect to futures contract, it is the situation where the maturity of the futures and that of the underlying...

Hedged Inverse Floater

A combination of an inverse floater and a principal currency swap which is designed to hedge a direct exposure to...

Forward Hedge

A hedge that involves the use of foreign exchange forwards (FX forwards). It consists of an outright purchase of a...

HR

It stands for hedge ratio; the ratio of the value of long or short futures contracts to the value of...

Macro Hedge

The use of futures contracts to reduce or eliminate the downside systematic risk of an entire portfolio. However, this hedge...

Micro Hedge

A hedge which is designed to reduce or eliminate the risk associated with a single asset in a portfolio rather...