Risk management

BarCap highlights FX benefits

LONDON - Portfolio diversification and alpha generation are the two key reasons why non-FX investors should access the asset class, according to a report released by Barclays Capital last week.

Future opportunities from EUR/CHF

Corvin Codirla and Adarsh Sinha, fx strategists at barclays capital in london, show that while low eur/chf volatility may be justified at present, investors should position for a pick-up further out

China allows RMB IR swaps

BEIJING – The People's Bank of China (PBOC) has issued new regulations allowing banks to conduct renminbi-denominated interest rate swap transactions on a trial basis.

The bonuses of networking

Ronald Balzano , president of COESfx, says businesses relying too heavily on trading desks will lose out to firms that offer customers quick and easy access via ECNs

Opportunities from Asian tension

Niels Christensen , senior currency strategist at Société Générale in Paris, sees opportunities for dollar bulls and bears when trading the Hong Kong dollar despite the peg

A new maturity for FX?

Justyn Trenner , chief executive and principal of consultancy firm ClientKnowledge, says a more discriminating approach to how liquidity is channelled is essential to the continued growth of the market

Facilitate to accumulate

Kim Fournais, chief executive of Saxo Bank, says the race to deliver the perfect multi-product trading platform need not be a zero-sum game

Deutsche boosts prime brokerage

LONDON – Deutsche Bank upped the ante for prime brokerage providers by extending its offering with the introduction of options, non-deliverable forwards (NDFs) and increased processing capabilities.

Enigma – a cracking good model

Pete Eggleston, head of quant solutions at the Royal Bank of Scotland, financial markets, in London, discusses systematic trading of FX implied volatility using the 'Enigma' model

Time to get with the program

Banks are having to move rapidly to develop their platforms just to stand still. They have been launching new products onto platforms to meet demand from customers looking to do business in new ways, as shown by the increasing number of banks trading…

The passport option

Jeffrey Todd Lins, Director, Quantitative Analysis At Saxo Bank In Copenhagen, Suggests Passport Options As A Way To Maximise A Longer-Term View During Non-Trending Periods

A towering rate of return

Sara Sullivan, head of currency solutions at ANZ Investment Bank in London, presents a way of enhancing returns on deposits by taking a view on exchange rates

IAS 39 sparks hedging concerns

LONDON – Accounting rule IAS 39 is causing distortions between economic reality and financial reporting, with rules regarding the use of derivatives likely to impede companies.

JPMTS signs up CLS third party

BERLIN – JP Morgan Treasury Services has signed up ADM Derivatives as a CLS third-party client, as part of a solution the bank is offering, which includes a suite of multi-currency accounts.

Forex hits the wild east

ALMATY – The rapid expansion of the emerging market economies is forcing the development of local currency derivatives markets.

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