Currency
Global bank equity dips $230 billion in Q2
UK banks post the largest dollar declines
EU derivatives market adds €55 trillion in 2017
Interest rate products account for 69% of gross notionals
IFRS 9 versus IAS 39: Opportunities in changes to hedge accounting
With financial reporting in a state of flux amid the introduction of several new accounting standards, many corporates may feel overburdened by the need to ensure accounting compliance to take full advantage of IFRS 9 from the point of adoption. Robert…
Transitioning beyond Libor: Some key considerations
Liang Wu, vice-president of financial engineering and head of CrossAsset product management at Numerix, explores the transition to Libor alternative rates and the impact on curve construction practices
Modelling the tweetstorm? Political risks vex EM funds
Digital fusillades have heightened the risks facing emerging market investors
Japanese corporates boost forex hedging
Notionals traded highest since end-2012
Hunt for toxic flow hits one of banking’s old problems
Wider use of mark-out tools helps banks spot ‘bad’ trades – and also stirs debate on pay
NDF nightmare: banks seek fix for benchmark ‘mess’
European firms face bar from using three Asian fixings from 2020, raising concerns about legacy trades
Actionable data breach insights from op risk modelling
Thomas Lee, chief executive at VivoSecurity, and Martin Liljeblad, operational risk manager at MUFG Americas, examine how a data breach cost model can replace an advanced measurement approach in a structured scenario
Buyer beware: the FX code has not gone far enough
New standards for currency dealers have brought some big improvements, but many practices remain hazy
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance
VM rules sound death knell for forex swaps in Europe
Market participants claim instrument was a “mythical creature” that never really existed
Clearing conundrum – Forging a solution for the bilateral market
Central clearing has had a beneficial effect on the over‑the‑counter derivatives market, but for some products the road to a cleared model has not been smooth. Capital, operational and margin costs of the non-cleared market have increased, while…
Swaps data: forex options – candidate for a clearing mandate?
Volume stats reveal a large vanilla market and much smaller trade in barriers
Malaysian central bank strengthens onshore hedging
Bank Negara is complementing last year's NDF restrictions with a more open onshore market
Managing FX risk: How to prepare for the unpredictable
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