Foreign exchange
Extreme forex moves
What is the appropriate statistical description of tail risk in a market portfolio? In the context offoreign exchange, Peter Blum and Michel Dacorogna address this problem using extreme valuetheory. Using 20 years of data, they estimate parameters for an…
Integral awarded patent for Web technology
Californian software company Integral Development said it has secured a patent for its Web-based straight-through processing transaction technology. The patent applies to Integral’s Integral Direct FX, Direct Derivatives, AutoDealer and Integral…
FX volatility fuels earnings hope
Banks are expecting to see increased forex trading revenues for the second quarter from increased volatility in the major currencies, officials told RiskNews ’ sister publication FX Week .
Transparency drives FX prop trading changes
Foreign exchange proprietary traders are altering their strategies in response to increased price transparency. They are taking risk across more products, referring more to market strategy and turning to FX derivatives for speculative trading, according…
In praise of bar data
Forex markets
Optional events and jumps
Masterclass – with JP Morgan
Wells Fargo Automates Foreign Exchange Operations With Opics
TECHNOLOGY & INTEGRATION
Bank Of Boston Develops Object-Oriented Risk Management System
TECHNOLOGY AND INTEGRATION
IBJ London Licenses Storm For Forex Market And Credit Risk Management
TECHNOLOGY & INTEGRATION