French bank helps corporates hedge in the wake of China devaluation
Prime brokers will cut off access to dealers if they fail to agree revised CSAs
PBoC extends reserve requirements on onshore forwards to foreign banks
New committee to write Chinese version of code for onshore banks
Megan van Ooyen from SAS rounds up the top five op risk losses for July
Market participants fear new approval requirements will hinder structurers
New service to debut in August, but liquidity risk has stalled other CCPs
Regulator seeks info on currency make-up of capital base, and capital adequacy
Last-gasp hedges may have eased the pain of Brexit for some banks
Market-making desks struggling to recycle some client flows ahead of referendum
Industry calls on EC to clarify when foreign exchange forwards will be subject to variation margining
Code covers ethics, governance, information sharing, execution, risk management, confirmation and settlement
Value-at-risk estimation with the Carr–Geman–Madan–Yor process: an empirical study on foreign exchange rates
This paper investigates the performance of the CGMY distribution in estimating the risk of FX rates.
The authors of this paper formalize a methodology to manage short-term FX risk.
Participants excited about conduct guidance, but say firms' internal behaviour will ultimately create change
Markets are betting 2–1 the UK will remain in the EU but securities will tumble if they're wrong
Sponsored feature: HSBC
Isda AGM: Japan central banker says regulators should analyse liquidity impact of capital rules
Citi loses three in London office; RBS head of markets departs; Serafini joins Ice; and more
Agreement will help investors pursue other market-makers
This paper develops optimal bounds of the expectation equity-to-asset ratio.