Differences in the cost of yen and dollar funding are significantly impacting the price of Japan equity options at the long end of the curve and driving dealers on to the listed market
Bolstered by its US corporate client base, funds say the last year has seen Bank of America Merrill Lynch break into the top tier of dealers, consistently offering tight pricing and liquidity - especially...
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More Japanese yen articles
Volume was up across forex products in the UK and US in April 2013, with nearly $1 trillion traded daily in the US and more than $2.5 trillion in the UK
Returns for hedging via long-term cross-currency swaps are attractive, but few are able to do so because of the lack of credit support annexes in place
Recent mark-to-market gains on legacy yen-denominated loans make now a tempting time to hedge, according to Thai market players
Currency wars, the end of QE and the influence of policymakers makes foreign exchange markets a myriad and complex area, says Stephen Gallo, head of foreign exchange strategy Europe, at Bank of Montreal
Last summer, banks in the Japan structured products market were hit hard by moves in volatility – but some banks saw this as an opportunity to recycle risk to European pension funds
Currently only two Asian currencies figure on international clearing houses’ list of suitable collateral, but with another five CCPs set to be launched around the region the spectrum of instruments used will broaden. What will be acceptable and will...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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