FxWirePro: Easing USD/JPY short gamma risk with leverage
Jan 16, 2017 10:13 am UTC| Research & Analysis Insights & Views
A trade on a buy-and-hold logic is designed in USDJPY. It shorts volatility but should suffer from initial negative convexity. Selling the expensive volatility to trade a gradual move Uncertainty is not going to lift...
Moody's: German corporate credit quality to remain stable in 2017
Jan 16, 2017 08:40 am UTC| Research & Analysis
Steady economic growth and high levels of geographic diversification will underpin the stable credit quality of German non-financial corporates in 2017, says Moodys Investors Service in a new report. At the same time, the...
Fitch Affirms Bangladesh at 'BB-'; Outlook Stable
Jan 16, 2017 08:22 am UTC| Research & Analysis
Fitch Ratings has affirmed Bangladeshs Long-Term Foreign- and Local-Currency Issuer Default Ratings (IDRs) at BB-. The Outlooks on the Long-Term IDRs are Stable. The Country Ceiling has been affirmed at BB- and the...
Jan 16, 2017 03:26 am UTC| Research & Analysis
The stable outlook for sovereign creditworthiness in the Levant and North Africa -- namely Moodys rated Tunisia, Jordan, Lebanon, Morocco, and Egypt -- in 2017 reflects the lower for longer energy price environment as well...
Jan 16, 2017 02:08 am UTC| Research & Analysis Economy
Moodys Investors Service and its Indian affiliate, ICRA Limited, say that India (rated Baa3 positive by Moodys) will remain one of the fastest growing major economies globally in 2017, although GDP growth will moderate in...
Jan 13, 2017 13:45 pm UTC| Research & Analysis Insights & Views Central Banks
Short EURCHF: This trade serves as a portfolio-level hedge against forthcoming European political risk (we have a range of long Europe/short USD bloc trades and so have an implicit long exposure to EURUSD). But the...
FxWirePro: What’s up with materially rich EUR/JPY forward vols?
Jan 13, 2017 12:50 pm UTC| Research & Analysis Insights & Views
Weve already highlighted in our recent write ups on richness in EURJPY skews. For more reading on EURJPY IV skews, please follow below web...
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