Pricing
Isda to review close-out value definitions
Absence of a standard approach is stifling attempts to value termination clauses, dealers complain
An implementation plan for the new standard CSA is set to be reviewed by the Isda board in September, with a first-phase rollout expected as...
Interdealer broker Icap moved smoothly to decimalised pricing on major currency pairs on March 7, with almost half of all transactions in the...
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More Pricing articles
SuperDerivatives moves to improve options pricing transparency
Client push for more transparency in pricing methodology drives vendor to add new models and publish secret source code.
Icap to launch decimalised pricing on majors in February
Interdealer broker Icap will launch decimalised pricing on major currency pairs on EBS Spot on February 14, the broker told FX Week.
HSBC FXPB preps Asia push
HONG KONG - HSBC plans to extend FX prime services to the Asian markets as it looks to take advantage of rising demand for prime brokerage in the region.
All eyes are on Asia
With all eyes focused on exchange rate policy, this year’s FX Week Asia congress could not be better timed.
SuperDerivatives releases SDX
LONDON - SuperDerivatives is migrating customers to its new multi-asset front-office system, SDX, on October 10, David Gershon, chief operating officer at SuperDerivatives in London has told FX Week.
15 minutes with: Stacy Williams, HSBC
Senior quant discusses the high levels of cross-asset correlation across today's markets
GFI Fenics in end-to-end FX options automation
GFI Group aims to transform the electronic FX options business by automating the entire workflow process of pricing, risk management, bilateral trading, structuring and sales, through version 12.1 of Fenics Professional.
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