Module 2 · Lesson 7 · 10 min

Multi-Pair Caps

What you'll be able to do

  • Calculate the net BTC-beta exposure of each open pair and of the whole book.
  • Check a book against the course's three caps and name the one that binds.
  • Scale the pairs that cause a breach by one factor and confirm the book is back at its cap.

This course is for members.

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