Tariff news ‘ping pong’ gives FX options desks a headache
Foreign exchange market-makers often say they prefer more volatile markets. But last week’s wild swings pushed many to their limits, as options volatility whipsawed on...
Tag : desks
Singapore’s banks eye internal models for FX desks
Singapore’s largest lenders are looking at using their own models to calculate capital for foreign exchange trading desks, after recent changes to market risk rules...