Currency Basis Risk

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Currency Basis Risk

Postby jeckt » Thu Jan 06, 2011 10:48 am

Hi all,

I've browsed this forum regularly but this is my first post. I currently doing an summer program at a bank, and someone was trying to explain to me what single currency basis risk and cross currency basis risk is but I still didn't quite get it. This is in regards to interest rate risk management.

Could anyone on this forum please give me a helping hand in further understanding this.
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