Foreign exchange (fx)
Flow fixed-income and currencies co-head is latest in a series of senior sales and trading figures to leave the bank
It is well known that the quanto adjustment in the drift of the underlying has a significant impact on the prices of quanto options. Alexander Giese points out that an additional quanto adjustment in the...
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 Foreign exchange (fx) articles
London will become the next offshore centre for RMB trading, vows UK chancellor George Osborne, supported by banking heads from Bank of China, Barclays, Deutsche Bank, HSBC and Standard Chartered
Patrick Pearson, head of the European Commission unit that drafted Emir, says forex swaps and forwards must be exempt from clearing under Esma standards
Derivatives contracts on multiple foreign exchange rates must be priced to avoid arbitrage by contracts on the cross-rates. Given the triangle of smiles for two underlyings and their cross, Peter Austing provides an analytic formula for a joint probability...
Risk's annual poll on Brazil's derivatives markets, including interest rates, currency, equity and other categories
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...
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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