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Exchange Rates

  1. Bloomberg and UBS clash over Sef aggregation

    Speaking at Sefcon, Bloomberg's Jenner went on to question the rationale for Sef aggregation, resulting in another ill-tempered exchange with Chammaa. It sparked an immediate response from Rana Chammaa, head of rates and credit derivative agency...

  2. Smart beta indexes gain currency with Asian investors

    Indeed, independence of provider has become a higher priority after investor suspicion about bank proprietary indexes was exacerbated by following the Libor and foreign exchange benchmark fixing scandals, which prompted the International...

  3. Poor liquidity stalls long-dated Thai derivatives market

    There are times when dislocations in the foreign exchange market – forex funding or US dollar liquidity related – could make interest rate hedges relatively ineffective," says Ashish Agrawal, a rates strategist at Credit Suisse.

  4. US bilateral margin rules: a hit parade of horrors

    The US prudential regulators acknowledge this in their proposals, noting "amounts that are denominated in different currencies in different jurisdictions may fluctuate relative to one another due to changes in exchange rates".

  5. People: TD Bank bags Scotia Capital structuring team

    Personne will report directly to Derek Bandeen, Citi's global head of equities, and Nadir Mahmud, global head of foreign exchange and local markets. Before Invesco Powershares, Samaran was head of investment content at Source, a provider of...

  6. Citadel ‘nervous’ about lack of Sef competition

    According to the most recent weekly Sef market data from consultancy Clarus Financial Technology, Bloomberg transacted 66% of combined volumes for interest rate swaps, index credit default swaps and foreign exchange derivatives in the dealer-to...

  7. Structured credit makes a return as investors seek yield

    Up until now, the steady pace of financial reform had left little room for derivative players, outside of exchange-traded commodity products, but 2014 saw the emergence of a demand for interest-linked products based on the market-determined Shibor...