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derivatives basis risk

Italian translation: Rischio di base degli strumenti derivati


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GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW)
English term or phrase:derivatives basis risk
Italian translation:Rischio di base degli strumenti derivati
Entered by: Caterina Cutrupi
Options:
- Contribute to this entry
- Include in personal glossary

16:29 Apr 13, 2011
English to Italian translations [PRO]
Bus/Financial - Investment / Securities
English term or phrase: derivatives basis risk
Si tratta di slide in ppt per presentare la filosofia di investimento, le caratteristihe dei comparti e le varie posizioni.
Ecco il contesto:

Note: Market Exposure is calculated as the monthly average net long position multiplied by index performance for the month; Stock/Sector selection is the excess return attributable to the specific long stock holdings;
Cash/Derivatives is the residual including cash drag, residual beta and *derivatives basis risk*.

Grazie
Caterina Cutrupi
Italy
Local time: 03:33
Rischio di base degli strumenti derivati
Explanation:
Buonasera,

vorrei proporre questa soluzione.
Spero possa essere d'aiuto ^^
Selected response from:

Iride Sorace
Italy
Local time: 03:33
Grading comment
Grazie Iride.
4 KudoZ points were awarded for this answer



Summary of answers provided
4rischio (finanziario) (di) base dei derivati (valutari)
Cristina intern
3Rischio di base degli strumenti derivati
Iride Sorace
3rischio sulla base degli strumenti derivati
Michele Esposito


  

Answers


8 mins   confidence: Answerer confidence 3/5Answerer confidence 3/5
rischio sulla base degli strumenti derivati


Explanation:


Michele Esposito
Italy
Local time: 03:33
Native speaker of: Native in ItalianItalian
PRO pts in category: 8
Notes to answerer
Asker: Grazie Michele, che tempismo!!

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10 mins   confidence: Answerer confidence 3/5Answerer confidence 3/5
Rischio di base degli strumenti derivati


Explanation:
Buonasera,

vorrei proporre questa soluzione.
Spero possa essere d'aiuto ^^



    Reference: http://webcache.googleusercontent.com/search?q=cache:BXXZHQs...
    Reference: http://en.wikipedia.org/wiki/Derivative_%28finance%29
Iride Sorace
Italy
Local time: 03:33
Native speaker of: Native in ItalianItalian
PRO pts in category: 4
Grading comment
Grazie Iride.
Notes to answerer
Asker: grazie Iride!

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14 mins   confidence: Answerer confidence 4/5Answerer confidence 4/5
rischio (finanziario) (di) base dei derivati (valutari)


Explanation:
I Futures: copertura del rischio finanziario e strumento speculativo
Il prezzo del derivato, risultante dalla combinazione tra domanda e .... Dall'equazione si deriva che il rischio base è nullo quando i prezzi del bene ...
www.greta.it/wp/98.01.PDF

Appunti su strumenti derivati per la copertura del rischio
28 Esiste poi un ***rischio di base (basis risk)*** che risiede nel fatto che il tasso di ...
http://pisa.academia.edu/PompeoDellaPosta/Teaching/20746/App...

Gli strumenti di Gestione del Rischio di Credito
La ***rischiosità dipende anche dalla tipologia di derivato su credito***: Per il buyer il rischio di controparte è meno gravoso nei contratti con struttura swap ...
www.ec.unipg.it/.../GRI_Parte monografica_I credit derivati...

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Note added at 18 mins (2011-04-13 16:47:41 GMT)
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Appunti su **derivati valutari**
http://pisa.academia.edu/PompeoDellaPosta/Teaching/20746/App...

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Note added at 21 mins (2011-04-13 16:50:21 GMT)
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- basis risk = rischio (finanziario) base, rischio di base
- derivatives = derivati valutari e/o di credito

Cristina intern
Germany
Local time: 03:33
Works in field
Native speaker of: Native in ItalianItalian
Notes to answerer
Asker: grazie anche a te Cristina!

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