100000881301
2024-08-13 14:59B為什么不屬于外匯匯率對沖？
所屬：CFA Level I > Derivatives 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
152****1988助教
2024-08-13 16:58
該回答已被題主采納
同學(xué)你好，
都是對沖外匯風(fēng)險，
這里是考fair value hedge 和 cash flow hedge的區(qū)別
Fair value hedge is used to mitigate risk created by fixed exposures such as fixed costs, prices, rates, or terms. The current fair value of the asset is used as a basis and then frozen. If the price of the investment goes down, its value is still preserved thanks to the fair value hedge. A fair value hedge therefore directly hedges the value of a particular asset.
Cash flow hedge is used to mitigate risk from variable exposures. A cash flow hedge hedges the cash flow generated when an asset is bought or sold2
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