Risk management

Sign up for buy-side involvement

Olaf Ransome, head of transactions development and support at Credit Suisse in Zurich, calls on FX management to embrace plans to adopt an agreement that would make it much easier for the buy side to sign up to continuous linked settlement

The tip of the eFX iceberg

GREENWICH, CT – Electronic FX volumes could hit a new wave of growth if the banks behind spot broker EBS' buy-side initiative stay committed, according to research by Greenwich Associates.

Asia takes electronic currency route

Electronic currency networks are coming to the fore in Asia as daily trading volumes reach an all-time high, according to Michael Weiner, co-founder and managing partner at CoesFx

EBS joins algorithmic bandwagon

LONDON – FX trading platform EBS is to enable algorithmic trading over its platform as it enhances capabilities to expand the range of services available to the buy side.

Predicting the unexpected

Extreme value theory is an effective way of predicting the large moves frequently seen in currency markets, says Collin Crownover, global head, investor risk advisory group at Citigroup in New York

Using probability for barrier placement

Mark Miklavs, director, structured derivatives at HBOS treasury services in London, develops an option hedging strategy to take advantage of the recent pick-up in volatilities by using normal distribution to provide a theoretical perspective on barrier…

EM options taking the lead

LONDON – Emerging market currencies is the biggest market for options traders, according to a survey by sister publication Risk magazine, with these units representing more than a third of the total traded.

HKMA limits spec trading

HONG KONG – Authorities clamped down on speculative trading on the Hong Kong dollar last week by introducing a ceiling on the currency at HK$7.75 per US dollar.

Q&A: John Nelson

To mark 15 years of FX Week , we carry a Q&A with our first subscriber, look at three major pairs opposite and run three of the key stories shaping the industry

Capping downsides, tapping upsides

Jeffery Todd Lins (right), director of quantative analysis, and Peter Ager Hafez, senior research associate, at Saxo Bank, suggest a mechanism to cap the downside risk while allowing for upside potential in the absence of options on a currency fund

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