Foreign exchange (FX)
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
HSBC chief executive expects renminbi to become a reserve currency within 15 years and shares the bank’s outlook for the Chinese currency
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
Hong Kong interbank participants have created the first US dollar to offshore renminbi price fixing giving the city first-mover advantage in becoming an offshore centre for renminbi products such as...
Citi, JP Morgan and Morgan Stanley join Deutsche Bank on Traiana's enhanced CreditLink service
Investors should avoid dumping risky assets despite concerns over slow growth and eurozone debt, according to a BarCap report, as opportunities may arise in equities and credit later this year
iShares has listed an exchange-traded fund in London in response to institutional demand for access to emerging market bonds and currencies
Repricing the cross smile: an analytic joint density
Reserve Bank of Australia discussion paper commits to harmonising rules with US and Europe
Foreign exchange forwards and swaps should be cleared under Dodd-Frank despite industry reservations
Dow Jones launches index that uses currency basket to track US dollar
Banks, market infrastructures and industry associations prepare to move forward with regulatory preparation, now that fx swaps and forwards are set to be exempt
BNP Paribas sees surge in demand for forex volatility structures
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.