Risk glossary

 

Roll-over risk

The risk that a derivative hedge position will be at a loss at expiration, necessitating a cash payment when the expiring hedge is replaced with a new one.

  • LinkedIn  
  • Save this article
  • Print this page  

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: