Table A1

Hedging word list

CLMZ hedging word listHPS hedging word list
derivativeAmerican styleforward exchange
hedgcash flow hedgfutures
financial instrumentcashflow hedghedg
swapcommodity price riskhedge effectiveness
market riskcredit exposurehedging activities
exposcredit riskhedging effectiveness
futuresderivativeinsurance against
forward contractderivative portfoliointerest rate risk
forward exchangederivative positionsmanage credit risk
option contractderivativesmanage market risk
risk managementdocumented hedging strategymarket price risk
notionaleffectiveness of hedgmarket risk
 European stylenotional
 exposoffsetting position
 fair value riskoption contract
 fair value hedgReduce volatility
 financial derivativerisk exposure
 financial instrumentstraddle
 forwardswap
 forward contractswap agreements
  swaps
  underlying markets

Source(s): The authors

or Create an Account

Close subscription notice
Close access options