• Skip to primary navigation
  • Skip to main content
  • Skip to primary sidebar
Free ACCA & CIMA online courses from OpenTuition

Free ACCA & CIMA online courses from OpenTuition

Free Notes, Lectures, Tests and Forums for ACCA and CIMA exams

  • ACCA
  • CIMA
  • FIA
  • OBU
  • Books
  • Forums
  • Ask AI
  • Search
  • Register
  • Login
  • ACCA Forums
  • Ask ACCA Tutor
  • CIMA Forums
  • Ask CIMA Tutor
  • FIA
  • OBU
  • Buy/Sell Books
  • All Forums
  • Latest Topics

20% off ACCA & CIMA Books

OpenTuition recommends the new interactive BPP books for September 2025 exams.
Get your discount code >>

Basis Risk and risk as delta, etc

Forums › ACCA Forums › ACCA AFM Advanced Financial Management Forums › Basis Risk and risk as delta, etc

  • This topic has 3 replies, 4 voices, and was last updated 12 years ago by abdullahxahoor.
Viewing 4 posts - 1 through 4 (of 4 total)
  • Author
    Posts
  • November 26, 2012 at 10:26 pm #55795
    koolliver
    Member
    • Topics: 9
    • Replies: 17
    • ☆

    What is the source of basis risk and how it can be minimised ??
    How risks such as delta, vega, gamma. vega , rho, and theta can be manged ?
    what is mva ?

    November 27, 2012 at 12:23 am #108830
    dazhong0703
    Member
    • Topics: 44
    • Replies: 130
    • ☆☆

    https://opentuition.com/groups/ask-the-tutor-acca-p4-exams/forum/topic/reasons-for-existence-of-basis-risk/
    Just need to learn Delta hedge, the rest of “Greeks”, know concept will be enough.

    Market Value Added
    MVA is the value added to a business since it was formed, over and above the money invested in the company by shareholders and long term debt holders.
    Example
    BB Plc
    2003 Ve = $25m
    2004 Ve = $40m
    Rights issue in 2004 = $5m
    MVA = $40m – $25m – $5m = $10m

    November 27, 2012 at 4:11 am #108831
    ray3026
    Member
    • Topics: 5
    • Replies: 29
    • ☆

    you are required to calculate the delta hedge on how you do riskless portfolio…

    May 16, 2013 at 7:49 am #125629
    abdullahxahoor
    Member
    • Topics: 1
    • Replies: 8
    • ☆

    Hello.

    I know the concept of basis risk but i am having a difficulty in using it. When determining the futures closing price, whether the basis points adds up in the futures price or deducted from the futures price? Kindly help me.

  • Author
    Posts
Viewing 4 posts - 1 through 4 (of 4 total)
  • You must be logged in to reply to this topic.
Log In

Primary Sidebar

Donate
If you have benefited from our materials, please donate

ACCA News:

ACCA My Exam Performance for non-variant

Applied Skills exams is available NOW

ACCA Options:  “Read the Mind of the Marker” articles

Subscribe to ACCA’s Student Accountant Direct

ACCA CBE 2025 Exams

How was your exam, and what was the exam result?

BT CBE exam was.. | MA CBE exam was..
FA CBE exam was.. | LW CBE exam was..

Donate

If you have benefited from OpenTuition please donate.

PQ Magazine

Latest Comments

  • SnowRider3D on Basic Variance Analysis part 1 – ACCA Performance Management (PM)
  • osman-the-zephyr@ on MA Chapter 1 Questions Accounting for Management
  • adebusola on MA Chapter 1 Questions Accounting for Management
  • Sharith on Interest rate risk management (1) Part 5 – ACCA (AFM) lectures
  • Sharith on Interest rate risk management (1) Part 5 – ACCA (AFM) lectures

Copyright © 2025 · Support · Contact · Advertising · OpenLicense · About · Sitemap · Comments · Log in