More Real-life problems, innovative solutions articles

The relative merits of zero-premium structures

Zero-premium structures can do a better job as a hedge than a vanilla instrument, when the full cost of insurance is paid. By Kenrick Ramlochan, director, FX analytics and risk advisory at ABN Amro in London

Accounting | 15 Aug 2005
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Beware the soft option

Zero-cost foreign currency options negotiated with a bank are very often the first port of call for businesses looking to transfer funds overseas. However, these rarely translate into real value for money for small- to medium-sized enterprises...

| 08 Aug 2005
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Protection with potential

Besa Deda, Commonwealth Bank of Australia's Sydney-based currency strategist, presents a way of combining a view that the aussie will weaken while protecting against adverse fluctuations for an Australian exporter

Trading | 01 Aug 2005
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Relative value after the peg

Marios Maratheftis, FX strategist with Standard Chartered in London, looks at where to find value in Asian currencies following the end of the Renminbi's dollar peg

Trading | 25 Jul 2005

Hedging North Asia FX risk

Michael Image, FX structurer in Hong Kong, and Callum Henderson, head of FX strategy in Singapore, at Standard Chartered Bank, look at appropriate hedging strategies such as structured forwards or daily accrual forwards for hedging North Asian...

Trading | 11 Jul 2005

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

VAR | 04 Jul 2005
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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...

Derivatives | 27 Jun 2005
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Conferences

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FX Week China 2012 - CN

Shanghai, 12 Jun 2012

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FX Week China 2012

Shanghai, 12 Jun 2012

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FX Week USA

New York, 10 Jul 2012