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,...
More Currency derivatives articles
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...
Eton Park and other hedge funds have backed Paternoster in what is becoming a highly competitive UK pension buy-out marketplace.
Most hedge funds are delighted to announce 5%-10% pension allocations. Schroders, on the other hand, won Highway Insurance's full pension pot. They explain how, while Liability Solutions' Phil Irvine explains how hedge funds need to change to follow suit...
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.
Hong Kong, 1st - 31st Dec 2014
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Singapore, 22nd - 23rd Jul 2014
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