Foreign exchange
BIS releases FX systemic risk report
Daily news headlines
Catching a cold
Liquidity Risk
Carrying on
Hedge Funds
Death by association
CFXOS
Targeted hedging
Sponsored Statement
Sticky-strike and sticky-delta Greeks – casualties of the subprime crisis?
Sponsored Statement
Deutsche suspends FX traders
Daily news headlines
Corporate Risk Manager of the Year - Google
Risk Awards 2008
Foreign exchange - Algos a go-go
Structured products
Foreign exchange - Carry on regardless
Carry trade
Collateral concerns
CFXOs
FX risk concerns highlighted by the BIS and FiREapps
Daily news headlines
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.
CFTC charges unregulated futures brokers
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The intrinsic currency-valuation framework
Cutting Edge: Foreign exchange
The vanna-volga method for implied volatilities
Cutting Edge - Option pricing
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
The vanna-volga method for implied volatilities
Option pricing
Refco faces more woes as FX unit sale falls through
Bankrupt financial services group Refco has failed to sell its foreign exchange brokerage, and its securities broking arm has been ordered to pay $122 million compensation to a Russian customer.
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.