Valuation
Skylight finds an opening in consensus pricing
Service provider claims key factors differentiate its own offer from the market leader’s
FVA hedge omission from FRTB set to cause headaches
Lack of carve-out for market risk hedges could create hedging issues, experts say
Bank of Mexico overhauls peso closing rate in fillip for derivatives
Dealers welcome changes which, they say, will iron out kinks in valuing swaps, forwards and other currency products
Deep XVAs and the promise of super-fast pricing
Intelligent robots can value complex derivatives such as exotic options in minutes rather than hours
Philippines bankers partner Bloomberg on FX initiatives
Bloomberg has been selected as the calculation agent for USD/PHP and bankers will use FXGO for spot trading
Tullett Prebon builds on OTC product transparency
LONDON - Tullett Prebon opened sales and client services offices in London and New York for its technology-driven price verification services, OTC Valuations, last week.
db x-trackers launches currency ETFs in London
LONDON - db x-trackers, Deutsche Bank’s exchange-traded fund (ETF) platform, launched two ETFs linked to the DB Currency Returns Index (DBCR) last week.
JP Morgan offers FX valuation
PricingDirect launches forex service so that Ucits and mutual funds can access valuation on a daily basis
Finding the balance
Pete Luxton, global economic advisor at Informa Global Markets in London, assesses whether purchasing power parity can provide a guide to relative currency values, and applies the PPP technique to predict where the G-10 currencies are headed