Foreign exchange

Banks warn to stress test

CHICAGO – At last week's FX Invest congress in Chicago, Barclays Capital, Citi and Morgan Stanley warned of the pressures being placed on back-office systems by rising FX volumes.

The intrinsic currency valuation framework

Introducing the concept of the intrinsic value of a currency, Paul Doust shows how to use foreign exchange market volatilities to calculate the volatilities of intrinsic currency values and the correlations between them

A Five-Year Plan

In an ambitious project, HVB Americas is cutting trade exceptions, consolidating its data warehouse and automating a raft of manual processes.

BoA makes London rates hire

Bank of America (BoA) has hired Nicholas Dechosal, former head of derivatives, short-term interest rates and forwards trading at Rabobank Utrecht, in London.

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