unhedgeable

English

Etymology

un- +‎ hedgeable

Adjective

unhedgeable (not comparable)

1. (finance) That cannot be hedged
   • 2016, Wujiang Lou, “Capital Pricing in Margin Periods of Risk and Repo KVA”, in arXiv‎^[1]:

     Using the unhedgeable gap risk during a margin period of risk as a starting point, this article introduces a reserve capital approach to the hedging error and its inclusion in derivatives pricing and valuation.