Hedge Ratio

From Open Risk Manual
Revision as of 18:48, 28 January 2020 by Wiki admin (talk | contribs)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
The printable version is no longer supported and may have rendering errors. Please update your browser bookmarks and please use the default browser print function instead.

Definition

Hedge Ratio is the relationship between the quantity of the hedging instrument and the quantity of the hedged item in terms of their relative weighting

Usage

  • Analysis of the sources how a reporting entity determines the hedge ratio is a requirement for hedge accounting

See Also

Retrieved from "https://www.openriskmanual.org/wiki/index.php?title=Hedge_Ratio&oldid=12485"
Creative Commons Attribution-NonCommercial-ShareAlike
Powered by MediaWiki