basis risk

Basis risk

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

Basis Risk

The risk that a change in prevailing interest rates will change the price of a company's or investor's interest-bearing liabilities disproportionate to the price of interest-bearing assets. This would increase liabilities and decrease assets, resulting in a loss.

basis risk

The possibility that a commodity contract's basis will move against the investor. For example, an investor may buy a spot contract and sell short a higher-priced futures contract on the same commodity in expectation of a narrowing of the basis but may find that the basis widens instead.

单词	basis risk
释义	basis risk Basis risk Unexpected changes in the basis between the placing and the lifting of a hedge. Basis risk is in excess of convergence. Basis Risk The risk that a change in prevailing interest rates will change the price of a company's or investor's interest-bearing liabilities disproportionate to the price of interest-bearing assets. This would increase liabilities and decrease assets, resulting in a loss. basis risk The possibility that a commodity contract's basis will move against the investor. For example, an investor may buy a spot contract and sell short a higher-priced futures contract on the same commodity in expectation of a narrowing of the basis but may find that the basis widens instead.
随便看	murray-darling basin soil information strategy murray-darling freshwater research centre murray (disambiguation) murrayfield-dafs cricket club murray gell-mann murray gel-man murray gelman murray, gilbert murray, henry a. murray hershman & associates, inc. murray high school murrayin murray, james murray james augustus henry murray, james edward murray, james stuart, 1st earl of murray, john murray, john, 2d earl and 1st marquess of atholl murray, john, 2d marquess and 1st duke of atholl murray, john courtney murray, joseph e murray, joseph e. murray, joseph edward murray krieger hall murray, les