en     ru     jp
 
 
private banking
private banking
private banking
private banking
private banking
private banking
private banking
     
 
Home
      
Knowledge Base
      
Equity Derivatives and Structured Products Glossary
      
Roll-over risk
       
 
Back

Roll-over risk

 Search definitions     
  Search  

Roll-over risk
The Risk that a derivatives Hedge Position Will be at a loss at expiry, necessitating a Cash payment when the expiring Hedge is replaced with a new one. Normally, such a roll-over loss simply represents an opportunity loss, but sometimes the Cash cost is consequential.
Posted by  Privatebanking.com
 
  Back  
  Print  
  Email  

 

private banking
private banking
private banking
private banking
private banking
private banking
Get Adobe Flash Player to view the media
FlashPlayer required to view the media

 
Home News Library Newsletters Event Calendar Advertise About Contact FAQ
Privacy Policy     Terms of Service
 

©