Hedging
BRL options traders count cost of Lula shock
One-way Bolsonaro bets forced dealers into tough hedging choices as USD/BRL gapped 13% on Lula’s victory
Macquarie rolls out 2022 playbook for Iran conflict
Talking Heads 2026: Volatile markets and wobbly pricing have tested commodities house
Fund giants turbocharge Wells Fargo’s FX forwards book
US bank jumps from 12th to second in Q2 2026 dealer rankings as Pimco and Vanguard ramp up trading
Jackpot for JGB asset swaps after hedging rush
Multi-leg trade turned profitable as corporate cross-currency hedging flows helped push yen swap rates above JGB yields
Forward volatility: a model-free framework for hedging options risk
A model-free approach to extracting, hedging and managing forward volatility risk
US rates surge sparks new wave of FX net investment hedging
Corporates pile into currency hedges to protect value of foreign assets and capture positive carry
7IM hits £1bn with blend of in-house and bank QIS
UK manager combines its own strategies with offerings from Goldman, JP Morgan, Morgan Stanley and SG
Emerging markets options trading outpaces G10
Growth in EM options volumes between dealers and clients are nearly double that of G10 pairs
Alphabet, Micron ramp up FX hedging
Tech pair leads FX derivatives surge in year to Q2, while notionals at Apple and Johnson & Johnson decline
Enterprise risk management and corporate financial outcomes: empirical evidence from Indian firms
The authors investigate how enterprise risk management practices impact the capital structure and performance of Indian firms listed in the S&P BSE 500 index.
Perps extend the menu to tempt TradFi diners
Expiry-less futures are spreading from bitcoin into gold, equities and FX. Institutions are watching, not buying
Swaps traders spot their e-FX chance – finally
Swaps and forwards dealers are increasingly using spot e-FX techniques for pricing and risk management
UBS VAR nearly doubles to hit decade high
Hedging activity behind spike as equity markets withstood Iran turmoil
Yen options dealers struggle to hedge intervention risk
Hedge funds’ bets on BoJ intervention are leaving dealers with vol-surface exposures they can’t hedge cheaply
At the deep end: FX HedgePool’s struggle to stay afloat
Lack of offsetting flow, tech bottlenecks and higher-than-expected costs weighed on start-up’s growth
Basel’s CVA upgrade: persuasive in the US, less so in Europe
Ban on credit risk models could encourage US banks to adopt more sophisticated CVA method
Double, but no trouble? CVA capital hit may lack clout
Industry opinion mixed around Basel III endgame derivatives charge
US regional banks tilt hedges towards lower rates in Q1
KeyCorp, Citizens lead way with heavy receive-fixed swaps portfolio
AI could shrink trader roles – markets heads
DekaBank, BNPP AM see hedging, risk position management and bond markets as ripe for robots
Euro area NBFI derivatives spike as ECB flags systemic risks
Cross-border claims surge 32% in Q4, with ECB report suggesting activity concentrated among few G-Sibs
Dollar smiles again, but for how long?
Twitchy investors backed the buck during Iran war, but experts are divided on whether this marks a return of the dollar smile