22-38 The hedge ratio measures the impact that tailing-the-hedge will have on the number of contracts necessary to hedge the cash position.
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Q28: 22-28 Selective hedging occurs by reducing the
Q29: 22-25 Macrohedging uses a derivative contract,such as
Q30: 22-31 All bonds that are deliverable under
Q31: 22-34 Basis risk occurs when the underlying
Q32: 22-40 In a credit forward agreement hedge,the
Q34: 22-33 A conversion factor often is to
Q35: 22-37 Tailing-the-hedge normally requires an FI manager
Q36: 22-21 An off-balance-sheet forward position is used
Q37: 22-39 Hedging effectiveness often is measured by
Q38: 22-35 An adjustment for basis risk with
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