basis risk meaning in English
基差风险
基准风险；基本风险
Examples
- The interest rate risk is classified into embedded risk , reprcing risk , yield curve risk and basis risk
利率风险主要包括潜在选择权风险、重新定价风险、收益曲线风险和基本点风险四种形式。 - Ratio of the value of futures contracts purchased or sold to the value of the cash commodity being hedged , a computation necessary to minimize basis risk
所买卖的期货合约价值与要进行套保的现货商品价值之间比值，用来计算最小化基差风险。 - Because the component of stock index is not fully the same as the stock portfolio of pension found , there is much basis risk when one stock index futures is used to hedge
因为构成股票指数的成分资产与股票组合的资产不完全相同，单一的股票指数期货与股票组合的相关性不是很强，从而导致套期保值交易具有较大的基点差风险。 - In terms of interest - rate risk , especially what we call basis risk , arising from , for example , a sudden and significant narrowing of the prime - hibor spread , the banking sector as a whole remains resilient
若以利率风险而言，尤其是由最优惠贷款利率与银行同业拆息的差距突然大幅收窄所引致的所谓息率基准风险而论，整体银行业仍然保持稳健。