More advanced-economy central banks would join Swiss National Bank and invest in onshore renminbi assets if the currency was included in SDR; SNB took four years to take plunge, says official
High cost of hedging out forex exposure in volatile currencies is unnecessary due to the correlation between the underlying asset and currency it's denominated in, investors believe
More Currency derivatives articles
Derivatives linked to the US dollar-renminbi exchange rate have been successful during the Chinese currency’s four-year rise. But now it is sliding, corporate users are looking at heavy losses and regional banks could face a big funding hit. Lukas Becker...
Options prices are driven by supply and demand in the market while simultaneously being bound by no-arbitrage restrictions. This makes it difficult to create models for their prediction. Petros Dellaportas and Aleksandar Mijatović use a simple time series...
Dealers fear Taiwanese banks' sales of structured forwards to uncollateralised corporates will create funding burden as renminbi hits 18-month lows
Market flocks to NDFs over fears that sanctions will restrict the ability to settle Russian ruble forwards
Nordic CCP had hoped to be clearing NDFs by November 2013, but insists it has not abandoned the idea – it's just a less pressing need with customers focusing on interest rate swap and credit default swap clearing
Product launch "incomprehensible" in saturated currency futures market
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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