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Asset Mismatch

A situation that arises when the risk associated an asset is to be hedged but there is no futures contract on that...

MM Derivative

It stands for money-market derivative: a short-term interest rate derivative that is used in money market trading and hedging. Examples of money market derivatives...

Money Market Derivative

A short-term interest rate derivative that is used in money market trading and hedging. Examples of money market derivatives include short-term interest rate futures and forward rate agreements (FRAs), short-dated...

Tail Hedge

An adjustment to the number of futures contracts used to hedge a position in an attempt to make the present market exposure...

MVHR

It stands for minimum variance hedge ratio; a mathematical tool for determination of the optimal cross hedging ratio. This means...

Minimum Variance Hedge Ratio

A mathematical tool for determination of the optimal cross hedging ratio. This means the minimum variance between the gain/ loss...

Optimal Hedge Ratio

Also known as minimum variance hedge ratio (MVHR); a mathematical tool for determination of the optimal cross hedging ratio. This...

Net Investment Hedge

A type of hedge that is applied to foreign currency exposure in order to eliminate or reduce the risks associated...

FVH

It stands for fair value hedge; a hedge that accounts for the changes in the fair value of a recognized...

Cash Flow Hedge

A hedge that aims to mitigate the risks associated with future cash flows (e.g., the risk of change in foreign...