Currency risk management is now a major focus for Aussie firms
Risk Awards 2015: French bank thrives on emerging markets and exotic risk
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Currency options articles
Risk Awards 2015: Bank arranged record margin loan in 30 days
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...
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...
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.