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...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Currency options articles
Stressed value-at-risk has been less controversial than the other capital charges introduced in response to the financial crisis – but some dealers say the new metric is decreasing appetite for risk in foreign exchange options markets and might drive...
Europe’s debt crisis could get worse, and some firms are looking for tail risk hedges in the foreign exchange market – but even magic bullets can backfire. Mark Pengelly reports
Diversifying into currency volatility became a huge theme for the creators of structured products last year. So what happened next was disappointing. The markets did not move as violently as anticipated, profoundly damaging the way in which these very...
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
The foreign exchange market was characterised last year by a series of big events and correspondingly big moves – one by one, the yen, Swiss franc and Brazilian real all experienced severe volatility that put dealers’ risk management capabilities...
Santander protects the value of its growing Brazilian business with a huge hedging programme that leaves its counterparties long the real. That became a source of intense pain when the currency fell like a stone in late September. By Peter Madigan
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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