Display title | Finance:Basis risk |
Default sort key | Basis Risk |
Page length (in bytes) | 3,494 |
Namespace ID | 3032 |
Namespace | Finance |
Page ID | 40820 |
Page content language | en - English |
Page content model | wikitext |
Indexing by robots | Allowed |
Number of redirects to this page | 0 |
Counted as a content page | Yes |
HandWiki item ID | None |
Edit | Allow all users (infinite) |
Move | Allow all users (infinite) |
Page creator | imported>John Stpola |
Date of page creation | 11:45, 26 June 2023 |
Latest editor | imported>John Stpola |
Date of latest edit | 11:45, 26 June 2023 |
Total number of edits | 1 |
Recent number of edits (within past 90 days) | 0 |
Recent number of distinct authors | 0 |
Description | Content |
Article description: (description ) This attribute controls the content of the description and og:description elements. | Basis risk in finance is the risk associated with imperfect hedging due to the variables or characteristics that affect the difference between the futures contract and the underlying "cash" position. It arises because of the difference between the price of the asset to be hedged and the price of the... |