Foreign exchange
Estimating intrinsic currency values
Forex market practitioners constantly talk about the strengthening or weakening of individual currencies. In this article, Jian Chen and Paul Doust present a new methodology to quantify these statements in a manner that is consistent with forex market…
Time for a rethink
Foreign exchange
A rumble in Mumbai
India
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
Daily news headlines
The intrinsic currency-valuation framework
Cutting Edge: Foreign exchange
The vanna-volga method for implied volatilities
Cutting Edge - Option pricing