Currency markets

Knock-on FX

Many banks are now including a credit charge in swap and forward transactions, while increased volatility has upped the cost of options. At the same time, the financial crisis has sparked a suspicion of complex products. How are corporate hedgers and…

Carry trade bonanza

Asian governments and quasi-government entities have issued record volumes of debt this year. This, combined with strong currency moves, is fuelling swaps activity in the markets. Can it last? William Rhode reports

Stuck in the muddle

Regulators in the US and Europe are making efforts to extend central clearing to all asset classes. However, dealers argue that central clearing does not make sense for foreign exchange. By Alastair Marsh

Forex realignment

Many company treasury departments were slow to respond to rising volatility in the foreign exchange market, along with a shift in the direction of the US dollar last year. Are corporates changing their hedging policies in response? By Peter Madigan

Carry in favour?

Long popular among hedge funds, the financial crisis battered the carry trade towards the end of 2008. But despite massive losses stemming from the trade, there is evidence market participants are putting it on again. By Mark Pengelly

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

Hedge simple

Extreme shifts in foreign exchange rates have forced corporate treasurers to reconsider their hedging strategies. With currency volatility expected to remain high, many are shifting away from complex structures towards simpler approaches. By Ryan Davidson

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

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