Currency derivatives
Choice of collateral currency
Collateral agreements are becoming popular in the over-the-counter derivatives market. Masaaki Fujii and Akihiko Takahashi demonstrate its significant impact on derivatives pricing with a direct link to...
South Korean freight derivatives growth will not slow, despite the financial regulator’s institutional warning to Barclays and a caution to an individual at JP Morgan for breaking local banking rules...
Growth was flat in several interest rate and forex derivatives categories between 2007 and 2010
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More Currency derivatives articles
RMB-denominated OTC derivatives poised to take off in Hong Kong
The renminbi deliverable forwards market has hit at least $28 million during the first month of trading following an agreement in July between the the PBOC and HKMA that enabled Hong Kong to act as an offshore centre for the Chinese currency.
Asia Risk 15: Delivering options for FX derivatives
The Asian foreign exchange markets have experienced more than their fair share of ups and downs during the past 15 years. But the phenomenal growth of trade flows between Asia and the rest of the world, and more recently, within the region, has created...
The rise of multi-currency options
Adrian Campbell-Smith (RBS Currency Options Trading) and Ben Hamdani (RBS Currency Structuring) examine the realm of multi-currency options and explain some of the reasons behind their increasing popularity
Playing on forex correlation
The eurozone crisis sent market participants scrambling to put on macro hedges. A popular trade was to short the euro, but with the cost of this strategy escalating, some turned to correlation products. By Christopher Whittall
Dodd-Frank: forex swap clearing exemption at Treasury secretary’s discretion...
Blanket forex exemption dropped from final bill; Treasury to determine issue
Asian traders lukewarm to renminbi despite US dollar-depeg
Asian exporters and importers are waiting to see more investment and hedging instruments for offshore renminbi before adopting the currency for trading
Korea moves to restrict FX derivatives leverage
Bank of Korea and Ministry of Strategy and Finance cut back leverage caps and limit corporate hedging of currency risks to 100% from 125% of exposure
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