Hedging

Treasury

Turkish: Korunma (Hedge)

Short definition

Hedging is the deliberate reduction of an open market or cash risk with a derivative or a contract. The aim is not speculative profit; it is a narrower band for cash and covenants.

Detailed explanation

Tools: forwards, futures, options, swaps, natural matching. Effectiveness is the offset of cash on the hedged item and the instrument; basis, tenor and amount mismatch cut it.

Hedge accounting (IFRS 9) can damp P&L volatility; an economic hedge need not be an accounting hedge. Policy writes what is hedged, the ratio, tenor, authority and a ban on speculation.

Why it matters for the CFO

In an FX or rate shock, a hedge makes CFADS and inventory cost more predictable. A wrong hedge amplifies the shock from the other side.

How to read it

The hedge ratio between 0 and 100 follows risk appetite; a “full hedge” does not kill basis and cash timing. Mark-to-market margin calls turn a hedge into liquidity risk.

Related calculators

Güven Sayılgan’s writing on this topic

Read these first

What to learn next

  1. Natural Hedge
  2. Forward
  3. Option
  4. Swap
  5. Interest Rate Swap (IRS)

Definitions are educational. They are not investment, credit or tax advice.