Foreign exchange (FX)
Bank collateral managers raise concern about wrong-way risk in clearing house collateral
South African, Nigerian and Ghanaian central bank governors say path to regional and continent-wide single currency littered with obstacles; single currency will not correct underlying problems
Blanket forex exemption dropped from final bill; Treasury to determine issue
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Foreign exchange (FX) articles
Dow Jones Indexes and CME Group have created a foreign exchange index that represents the value of the US dollar against six major world currencies, creating a tool for investors wanting to hedge themselves...
The Chinese Communist Party’s former leading economist, Zhang Wei, explains how revaluing the renminbi is in China’s interests, why the financial markets are such a headache for the country’s ...
Long euro derivatives positions caught up in proposed legislation, while doubts remain over the exemption of market-makers
Investors shift allocations to US dollar products as euro sinks.
Germany broadens shorting ban scope
Financial crisis has been a ‘brutal awakening’ for Asian asset owners, say panel members at transition management event
Winners of the Risk España dealer rankings explain how hedging related to sovereign debt issuance and Latin America will be key revenue sources in 2010.
While correlations between most asset classes are back to normal, the dislocation in the correlation between credit default swap spreads and foreign exchange rates remains high. Crédit Agricole’s Rahul...
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.