While structuring products may once have been the preserve of large asset management houses, private banks are starting to open their expertise in bespoke structuring to the outside world, as Rasik Ahuja,...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Currency derivatives articles
Investors, for the most part, have enjoyed a buoyant year. Equity values have soared, and relatively benign credit markets and - to a lesser extent - low interest rates and foreign exchange volatility, have made life easy for investors, as well as the...
While success in the hedge fund industry may once have been about who-you-know, a wave of funds of funds are focusing on what they know about hedge fund strategies as a whole, and the world in general, to pursue asset allocation and thematic investment...
Asia is not just a market for equities and bond trading. Its FX offerings have enjoyed growth well above the 57% global FX trading growth from 2001-2004, and non-deliverable forwards have played a role in attracting new players to the markets, as FXall's...
Vladimir Piterbarg develops a multi-currency model with foreign exchange skew suitable for valuation and risk management of forex-linked hybrids, in particular power-reverse dual-currency swaps. The emphasis of the article is on model calibration to forex...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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