Значение слова "BASIS RISK" найдено в 5 источниках

BASIS RISK

найдено в "Financial and business terms"

basis risk: translation

The risk to a holder of financial instruments that a change in prevailing interest rates will not affect the prices of or yields on similar instruments in exactly equal amounts. For example, an increase in prevailing interest rates might raise 3-month U.S. Treasury yields by 100 basis points while 3-month certificate of deposit yields go up by only 85 basis points. One of the four primary components of interest rate risk.

Sometimes called spread risk. American Banker Glossary

————

Unexpected changes in the basis between the placing and the lifting of a hedge.Basis risk is in excess of convergence. Bloomberg Financial Dictionary

————

The basis for a particular product does not necessarily stay constant - changes in basis can occur for a variety of reasons. Such changes can cause either a profit or loss to be incurred by the holder of the product and thus constitute a risk. Basis risk can mean that a person using futures to hedge an underlying cash position cannot obtain a perfect hedge, where profits on one side of the hedge exactly offset losses on the other. Dresdner Kleinwort Wasserstein financial glossary

See also basis and basis trading. Dresdner Kleinwort Wasserstein financial glossary

* * *

The risk that the price of a future will vary from the price of the underlying cash instrument as expiry approaches.

► See also Convergence.

найдено в "Англо-русском экономическом словаре"

фин. базисный риск (возможность неблагоприятного изменения соотношения между срочной и наличной ценами, любыми двумя ценами одного инструмента)

See:

spot price, cash price, forward price, financial instrument

* * *
базисный риск: риск неблагоприятного изменения соотношения между срочной и наличной ценами, любыми двумя ценами одного инструмента;см. risk.

* * *

Базисный риск - риск неблагоприятного изменения соотношения между фьючерсной и наличной ценой в период действия срочного контракта.

.Неуверенность относительно базиса на момент, когда хедж может быть поднят. Хеджирование заменяет базисный риск на ценовой риск.Словарь терминов по риск-медеджменту.

* * *

Контракты

«базисный риск»

риск неблагоприятного изменения соотношения между фьючерской и наличной ценой в период действия срочного контракта

найдено в "Investment dictionary"

Basis Risk: translation

The risk that offsetting investments in a hedging strategy will not experience price changes in entirely opposite directions from each other. This imperfect correlation between the two investments creates the potential for excess gains or losses in a hedging strategy, thus adding risk to the position.

Offsetting vehicles are generally similar in structure to the investments being hedged, but they are still different enough to cause concern. For example, in the attempt to hedge against a two-year bond with the purchase of Treasury bill futures, there is a risk that the Treasury bill and the bond will not fluctuate identically.

найдено в "Financial and business terms"

Basis risk: translation

The uncertainty about the basis at the time a hedge may be lifted. Hedging substitutes basis risk for price risk. The New York Times Financial Glossary

* * *

The risk that the price of a future will vary from the price of the underlying cash instrument as expiry approaches.

► See also Convergence.

найдено в "Англо-украинском бизнес словаре"

базовий ризик

А Б В Г Д Е Ё Ж З И Й К Л М Н О П Р С Т У Ф Х Ц Ч Ш Щ Ъ Ы Ь Э Ю Я
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z