Foreign exchange (FX)
New algorithm is designed to automatically hedge gamma sensitivity of foreign exchange options
International coalition of regulators recognises the likelihood that multiple trade repositories will be set up along global, regional or national lines and sets out recommendations for minimum stan...
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Foreign exchange (FX) articles
Dramatically reduced liquidity in August, coupled with sovereign debt concerns in the eurozone, have combined to strengthen the Swiss franc, say strategists
The appearance of the Sef Clarification Act last month, coupled with a changing mood in Washington, DC, has given rise to a more positive outlook among e-commerce experts
Banks have picked the DTCC to build a series of new derivatives repositories, but overlooked rivals CME and Ice vow to fight on
High volatility in foreign exchange markets as a result of eurozone sovereign debt issues and the US debt problems have resulted in record volumes, platforms report
Conference speakers discuss the changing nature of the foreign exchange market, and agree successful providers in future are likely to be those that can offer a range of niche services rather than t...
CPSS-Iosco guaranteed settlement requirements make foreign exchange options clearing more difficult, say participants
From Phoenix to forex
Market-damaging behaviour should be controlled, but separation or elimination of high-frequency trading would be damaging to the market’s equilibrium, ClientKnowledge argues in research published ...
Crucial plenary vote on Emir on July 5 retains suggested amendments to recognise unique nature of FX derivatives, but strips out explicit calls for an exemption
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