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Profit risk. Non-financial risk. Stranded asset. v. t. e. Foreign exchange risk (also known as FX risk, exchange rate risk or currency risk) is a financial risk that exists when a financial transaction is denominated in a currency other than the domestic currency of the company. The exchange risk arises when there is a risk of an unfavourable ...
Foreign exchange hedge. A foreign exchange hedge (also called a FOREX hedge) is a method used by companies to eliminate or "hedge" their foreign exchange risk resulting from transactions in foreign currencies (see foreign exchange derivative). This is done using either the cash flow hedge or the fair value method.
The closest analogue to the delta is DV01, which is the reduction in price (in currency units) for an increase of one basis point (i.e. 0.01% per annum) in the yield, where yield is the underlying variable; see Bond duration § Risk – duration as interest rate sensitivity. (Related is CS01, measuring sensitivity to credit spread.)
Foreign exchange option – the right to sell money in one currency and buy money in another currency at a fixed date and rate. Strike price – the asset price at which the investor can exercise an option. Spot price – the price of the asset at the time of the trade. Forward price – the price of the asset for delivery at a future time.
In investment banking, PnL explained (also called P&L explain, P&L attribution or profit and loss explained) is an income statement with commentary that attributes or explains the daily fluctuation in the value of a portfolio of trades to the root causes of the changes. The report is produced by product control; and is used by traders ...
Interest rate risk, the risk that interest rates (e.g. Libor, Euribor, etc.) or their implied volatility will change. Currency risk, the risk that foreign exchange rates (e.g. EUR/USD, EUR/GBP, etc.) or their implied volatility will change. Commodity risk, the risk that commodity prices (e.g. corn, crude oil) or their implied volatility will ...
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