Volatility risk


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Volatility risk

The risk in the value of options portfolios due to the unpredictable changes in the volatility of the underlying asset.
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The Company procures Soybean meal from local market, however, is exposed to inherent price volatility risk after rupee depreciation.
*'Volatility risk' has reduced with almost all deposits from blockading countries going out of system: QCB
Lakefront said that this group will focus on helping shippers, motor carriers and 3PLs mitigate volatility risk in two areas that have a major impact on costs and motor carrier revenues: trucking rates and fuel costs.
With access to over 8,000 banks internationally, merchants in countries including: China, Japan, Australia, Caribbean, South America, European Union, England, and India will now have the ability to accept crypto payments with zero volatility risk through NetCents.
Although Lego returns are not exposed to market, value, momentum, and volatility risk factors, they have an almost unit exposure to the size factor, making Lego toy an attractive alternative investment choice.
Cost volatility risk is mitigated by back-to-back benchmarking/market-testing provisions and a fixed contract for soft FM linked to inflation.
This type of events leads to the phenomenon mentioned above, widely known as the "volatility risk premium".
dollars at the moment of the transaction without cryptocurrency volatility risk.
* Itamar Drechsler and Alexi Savov, New York University and NBER; and Alan Moreira, University of Rochester, "Liquidity Creation as Volatility Risk"
A mean-reverting process is introduced to allow for the common long-term volatility risk in the underlying asset price and counterparty's asset value, which differs from assumption that long-term volatility is constant in Wang et al.
Selling equity index options to harvest the equity volatility risk premium may be one way to achieve this.
"Careful analysis shows that the assumption of some of the assets and liabilities of the Stabilization Fund will introduce additional volatility risk to the Share Insurance Fund's equity ratio above what could be safely managed if the normal operating level remains at its current level," board Chairman J.