Foreign exchange
Investors hope US rate cuts will lower FX hedging costs
European investors in US assets set to boost hedge ratios as implied yields rise
Quantum path integrals for default intensity models
A method to price credit derivatives via default intensity approximation is presented
Chinese corporates shunned hedging during tariff upheaval
High hedging costs and increasingly stable spot rate meant exporters opted not to add FX hedges as RMB rose
US banks’ FX notionals hit record $66trn on forwards frenzy
JP Morgan leads record derivatives surge amid Q1 market volatility
Will Taiwan lifers ramp up FX hedging amid tariff turmoil?
As TWD remains strong against the US dollar, Taiwanese life insurers are still poised to act
Citadel Securities’ head of electronic FX departs
Kevin Kimmel’s departure comes just two weeks after the resignation of sales director Brian Seegers
Macro traders tread carefully ahead of tariff pause deadline
Uncertainty has held buy-siders back from both hedging and directional trades
Hedge funds return to HKD carry trade after May stop-outs
Widened interest rate differentials spur investors to re-enter positions, but risks remain
Bank FX market-makers ramp up AI usage
Barclays applies tech to predictions, while HSBC and ING look at pricing accuracy
Limited-loss hedges help US firms dodge costly FX moves
Structurers say corporates’ use of options-based net investment hedging helped soften impact of USD selloff