Service Navigation

The Guide to Risk Management (hedging) with Futures II

Eurex Exchange

The Guide to Risk Management (hedging) with Futures II

  • Start:22 Jun 2016 09:30 AM
  • Organizer:Eurex Exchange
  • Featured Speaker:Paul North, CMA Trainer
  • Language:English

Agenda

In the 2nd time Webinar, Paul will talk about more risk hedging issues including basis risk management, hedging adjustment, EFP, and spot & strip hedge.

Covered Topics:

  • Refining the simple hedge: Using techniques like bpv, beta, and duration
  • What is basis and basis risk in a hedge? Managing basis risk with hedging adjustments
  • What is an EFP? (exchange future for physical)?
  • Spot and strip hedge and rolling positions: What is the significance of markets in contango to backwardation problems with rolling a hedge

You may watch the playback of this webinar at the link below.