Range accrual and Tarf variants too complex for UK SMEs, critics say
Dealers found a way to protect some cross-currency swaps from heavy new capital requirements last year, by adding foreign exchange options into the structure – but the powers of the technique are ...
In some ways, the past 12 months were easier for foreign exchange dealers than 2011, which saw the imposition of a Swiss franc peg, severe volatility in the Brazilian real, the nerve-shredding US debt...
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Currency options articles
Costing stressed VAR
Amid a surge in demand for exposure to emerging markets currency debt from private investors, HSBC Private Bank prefers building structured products around Asian assets to emerging Europe
Risk awards 2012
Volatility returned to eurodollar last week, as forex traders priced further downside risk into euro options
Forex clearing will be restricted to non-deliverable forwards as US authorities discuss whether settlement risk can be properly managed for cleared forex options, according to speakers at the FX Wee...
Currency-linked structures likely to become more popular in Hong Kong with retail investors. But take-up of volatility products is still muted despite erratic markets due to concerns about complexit...
The Clearing Corporation of India is already well ahead of rivals in Asia when it comes to receiving OTC interest rate derivatives data. It now looks set to become the country’s trade repository f...
Demand has switched from downside euro/Swiss franc options to upside options in anticipation of further Swiss franc weakening measures from SNB, say senior options traders
Hong Kong interbank participants have created the first US dollar to offshore renminbi price fixing giving the city first-mover advantage in becoming an offshore centre for renminbi products such as...
The first exotic currency options have been listed on the Johannesburg Stock Exchange as market participants anticipate moves towards on-exchange trading
Annual results confirm significant investment in developing clearing services for FX options
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.