Sentence examples for portfolio hedging from inspiring English sources
One is portfolio hedging.
Portfolio hedging "is a license to do pretty much anything," Mr. Levin said.
The problem of allowing a broad "portfolio hedging" exception is obvious.
However, they also sought an exemption for something much more expansive: "portfolio hedging".
The lawmaker follows up (mistakenly referring to the guest as "Mr. Morgan") with a question about portfolio hedging.
Mr. Dimon and his lobbyists even persuaded regulators to include a loophole in the proposed Volcker regulations known as "portfolio hedging".
Société Générale also booked €500 million of write-downs on its credit portfolio hedges and financial liabilities.
Instead, banks often resort to big "portfolio hedges", designed to protect against broad risks such as an economic downturn or a rise in interest rates, even though they may not perfectly correlate with its trading posture.
In theory, alternative assets are an excellent portfolio hedge and can boost returns while lowering risk.
We assume a hurdle rate h=10.5% and no variation or initial margins on the portfolio (but perfect variation-margining on the portfolio hedge).
This simple portfolio hedges the knock-out option since it is zero at T on τ≤T since at τ it is liquidated, and (S T −K) at T on τ>T.
