Feature

The challenges of CVA

The onset of the financial crisis spurred banks to charge for counterparty credit risk in their forex dealings. But how to do that is proving theoretically and practically challenging. By John Ferry

The hedge costs explosion

High volatility in foreign exchange markets over the past year has forced many corporates to reassess their hedge books. A number of banks have increased their advisory services to help companies conduct an in-depth analysis of their exposures as a…

Prop traders continue shift to independents

The flow of proprietary foreign exchange traders to independent prop trading houses shows no sign of abating, as uncertainty over remuneration and reduced risk appetite continue to plague global banks.

UK's FXJSC puts brakes on forex CCP

The London Foreign Exchange Joint Standing Committee (FXJSC) has ruled out the immediate need to implement a central clearing facility to manage counterparty risk (a CCP) in foreign exchange, citing a series of mismatches in market conventions in a white…

Fit for forex

A variety of online trading and analytics platforms are being offered by banks to their clients. FX Week looks at the functionality and benefits of some of these systems. By Ryan Davidson

Adapt or fail

Since October last year, extreme movements in South Africa's foreign exchange rate have caused offshore hedge funds to exit the market, while dealers have been reluctant to take on risk. Those that remain active have had to adapt their behaviour. By Mark…

A time for special FX

Dealers are beginning to think a lot more seriously about credit-adjusting the prices they quote on foreign exchange derivatives. How are they calculating this, and how are clients responding to the move? By John Ferry

Move quickly

Irene Aldridge, quantitative portfolio manager and managing partner at Able Alpha Trading, looks at high-frequency trading in an environment of wider spreads

Time for a rethink

The weak dollar and high implied volatility in currency markets has claimed a number of victims in the corporate sector. Dealers discuss the shift in clients' hedging strategies. By Gail Mwamba

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