unhedgeable

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English[edit]

Etymology[edit]

un- +‎ hedgeable

Adjective[edit]

unhedgeable (not comparable)

  1. (finance) That cannot be hedged
    • 2016, Wujiang Lou, “Capital Pricing in Margin Periods of Risk and Repo KVA”, in arXiv‎[1]:
      Using the unhedgeable gap risk during a margin period of risk as a starting point, this article introduces a reserve capital approach to the hedging error and its inclusion in derivatives pricing and valuation.
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