hedging positions
[ˈhɛdʒɪŋ pəˈzɪʃənz]
nounpl: hedging positions
posições de hedge
1. Investment strategy where an investor takes offsetting positions in financial instruments to reduce or eliminate risk exposure in an existing position
The fund manager established hedging positions to protect against currency fluctuations.
O gestor de fundos estabeleceu posições de hedge para se proteger contra flutuações cambiais.
2. Financial trades designed to offset potential losses in a primary investment or portfolio
By creating hedging positions with futures contracts, the company reduced its market exposure.
Ao criar posições de hedge com contratos futuros, a empresa reduziu sua exposição de mercado.
3. Defensive positions taken to limit downside risk while maintaining upside potential
Prudent investors maintain hedging positions during periods of market volatility.
Investidores prudentes mantêm posições de hedge durante períodos de volatilidade de mercado.
Hedging positions are fundamental concepts in sophisticated financial markets in both Brazil and the USA. In Brazilian finance, the English term 'hedge' is widely used alongside Portuguese translations. This practice reflects Brazil's integration into global capital markets and the technical nature of derivative markets. In the USA, hedging is considered a mark of professional investment management and risk awareness, particularly among institutional investors and wealth managers.
NYC Slang
covering your bets
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