Wastefulness of 20-year bull market will take years to reverse, dealers expect
Correlation of currency and underlying asset militates against hedging
Low leverage this time should result in milder correction than 2008/9
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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US would have benefited from pragmatic European approach
Post-election rally likely to further increase sales later this year
Credit Suisse will get access to “world-class” technology in joint venture
Almost 60% of asset managers expect interest rate swap volumes to fall
Banks have spent 'a lot of time and money' to avoid extra-territorial swaps rules
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
Taiwan's regulator warns banks about structured hedges
“Historical relationships” will make it difficult for prop traders and others to make markets on Sefs
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
Sponsored survey analysis: IBM
Finra says year-long approval process revealed "notable outliers"
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.