Dollar/kwacha futures contract at Zambia's Bond & Derivatives Exchange in response to central bank ban on pricing goods and services in foreign currency
Current specification is ‘counter-intuitive’, say industry experts
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Increasing levels of trade between Africa and China have driven the emergence of an increasingly active RMB derivatives market
Solvency II is expected to impose a specific capital charge on currency mismatches between assets and liabilities for European insurers and re-insurers, bringing currency risk under the regulatory spotlight for the first time. Although forex managers...
It looks like low interest rates are here to stay for some time. Insurance companies need to work out how to place their money and how to diversify, because there is little yield to be had at the front end of the curve. How investors can play a more active...
With an average unhedged currency exposure of 17% of assets under management, Australian superannuation funds face the risk of significant performance drag from global foreign exchange volatility. The cross-currency basis swap market, however, has created...
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
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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