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- Basis_risk abstract "Basis risk in finance is the risk associated with imperfect hedging using futures. It could arise because of the difference between the asset whose price is to be hedged and the asset underlying the derivative, or because of a mismatch between the expiration date of the futures and the actual selling date of the asset. Under these conditions, the spot price of the asset, and the futures price, do not converge on the expiration date of the future. The amount by which the two quantities differ measures the value of the basis risk. That is,Basis = Spot price of hedged asset - Futures price of contractExamples Of Basis Risk1. Treasury bill future being hedged by two year Bond, there lies the risk of not fluctuating as desired.2. FX hedge using a non-deliverable forward contract (NDF): the NDF fixing might vary substantially from the actual available spot rate on the market on fixing date.".
- Basis_risk wikiPageID "4627447".
- Basis_risk wikiPageRevisionID "595161234".
- Basis_risk hasPhotoCollection Basis_risk.
- Basis_risk subject Category:Financial_risk.
- Basis_risk comment "Basis risk in finance is the risk associated with imperfect hedging using futures. It could arise because of the difference between the asset whose price is to be hedged and the asset underlying the derivative, or because of a mismatch between the expiration date of the futures and the actual selling date of the asset. Under these conditions, the spot price of the asset, and the futures price, do not converge on the expiration date of the future.".
- Basis_risk label "Basis risk".
- Basis_risk sameAs m.0cdcz8.
- Basis_risk sameAs Q4867577.
- Basis_risk sameAs Q4867577.
- Basis_risk wasDerivedFrom Basis_risk?oldid=595161234.
- Basis_risk isPrimaryTopicOf Basis_risk.