Foreign exchange (fx)
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...
Tumultuous foreign exchange market in September has left some hedging strategies in disarray and led to more timely exposure monitoring in one treasury department, say corporate treasurers speaking ...
Chinese renminbi looks poised for reserve status, but still no consensus on when it will happen due to forces beyond "anyone's control", senior academic tells FX Week Asia conference in Singapore
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Foreign exchange (fx) articles
Growth of non-deliverable forwards market will not be hit by impending clearing laws
Tapping the power of forex
Federal authorities in New York have filed two separate suits accusing BNY Mellon of foreign exchange fraud, following cases brought by other states
London-based CCP is set to launch clearing for NDFs in six currencies in mid-November, having shelved plans for options clearing while banks discuss settlement-related issues with regulators
Bank for International Settlements report on high-frequency trading in the forex market is lukewarm about recent initiatives to monitor HFT, and recommends further analysis by regulators and partici...
Bank for International Settlements report on high-frequency trading in the FX market is lukewarm about recent initiatives to monitor HFT and recommends further analysis by regulators and participants
US CFTC charges investment adviser with $3 million fraud
Corporate treasurers should make sure their forex counterparties are properly prepared for the possibility of further black swan events in the foreign exchange markets, senior Lloyds banker tells AC...
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange 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.