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A derivative contract through which two parties exchange financial instruments, often used to switch from variable to fixed interest rates or to exchange currency exposures.

An agreement to buy or sell an asset at a future date at an agreed-upon price; used to lock in prices and hedge against price volatility.

A financial swap agreement that the seller of the CDS will compensate the buyer in the event of a loan default or other credit event; a way to hedge against credit risk.

The risk that the hedge will not move in perfect opposition to the underlying asset, causing imperfect hedging results; the residual risk after hedging.

Insurance taken by businesses to mitigate potential losses from political events such as expropriation, nationalization, or political violence.

A contract which gives the holder the right, but not the obligation, to buy or sell an asset at a set price on or before a certain date; allows hedging against price movements without committing to the trade.

Reducing risk through normal operating procedures, such as investing in multiple geographic locations to mitigate the risk of regional downturns.

Using equity derivatives such as index options or short selling to reduce exposure to stock market volatility.

A hedging strategy that involves purchasing enough futures contracts to cover the volume of goods that are subject to price risk.

Hedge against foreign exchange risk by using instruments like currency futures, forwards, swaps, or options.

A strategy that involves frequently adjusting the number of derivative positions to offset the risk of an underlying asset as market conditions change.

Using the money market (dealing with short-term debt instruments) to hedge foreign exchange risk by borrowing and lending in different currencies.

A hedging strategy used by investors to reduce broad systemic risks by taking positions in futures, options, or swaps markets to offset potential losses.

Managing risk through operational strategies such as sourcing from multiple suppliers or adjusting production schedules in response to demand fluctuations.

Using commodity derivatives such as futures and options to hedge against the volatility in commodity prices.

An alternative investment fund that employs different strategies to hedge its investments and manage risk, often by using leveraged, long, short, and derivative positions.

A customized contract between two parties to buy or sell an asset at a specified price on a future date; a hedge against price risks not covered by standardized exchanges.

Using various instruments like interest rate swaps or futures to mitigate the risk of interest rate fluctuations affecting debt instruments.

Financial instruments that businesses can use to hedge against unpredictable weather events that could impact their profits.