basis risk

Definitions over time (1)

  1. 15/03/2013 – 15/06/2016 Article 1, Commission Delegated Regulation (EU) No 153/2013 Scope: Whole act

    For the purposes of this Regulation, the following definitions apply:

    ‘basis risk’ means the risk arising from less than perfectly correlated movements between two or more assets or contracts cleared by the central counterparty (CCP);

Other definitions of this term in this act (1)

Each has its own scope, dates and uses. Open one to see when it applies.

Used in (0 places in 0 provisions on 12/11/2026)

No text uses this concept on 12/11/2026.

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