Why universities and academics should bother with public engagement
Feb 28, 2017 06:31 am UTC| Insights & Views Business
Universities and their academic members benefit from significant sums of money from the UK taxpayer. It seems only right then, that academics should engage the public in what they do. Its fair to say though that this...

FxWirePro: GBP/JPY “Diagonal Option Strips” for vol convexity - 1m2w IVs to hedge major data events
Feb 28, 2017 06:17 am UTC| Research & Analysis Insights & Views
GDP, PMIs, and monetary policies in both continents (Data schedules): In theUK: Manufacturing PMIs on March 1st, Construction PMIs on March 2nd and Service PMIs on March 3rd, annual budget release on March 8th, BoEs...

Feb 27, 2017 12:33 pm UTC| Central Banks Insights & Views
The zloty has benefitted over the past month as regional inflation data have surprised to the upside: the market is aware that the Polish MPC is well balanced, with a fair proportion of hawks warning already that the...

Feb 27, 2017 12:23 pm UTC| Insights & Views
The CBR remains hawkish. The central bank has accrued significant inflation-fighting credibility by maintaining a hawkish stance in the face of improving inflation dynamics. JPM expects rate cuts to restart in June, with a...

Strong data from the euro area suggest ECB could start taper in early 2018
Feb 27, 2017 12:14 pm UTC| Insights & Views Central Banks Economy
The ECB has maintained an ultra-loose monetary policy with an aim to stimulate economic growth in the euro area and push inflation towards the central banks target of just below 2.0 percent. Recent data from the euro area...

Feb 27, 2017 11:27 am UTC| Insights & Views
Crude oil implied volatilities (IVs) have been lingering under downward pressure, especially in short tenors. The WTI 1m ATM IVs have shrunk to about 23.8% which is the lowest level since October 2014 which was before the...

FxWirePro: Europe election tail risk hedge via Bund gammas and swaptions
Feb 27, 2017 10:03 am UTC| Insights & Views
French opinion polls and Presidential politics generallyare now moving markets in Europe. The bookmakers odds of Marine Le Pen winning rose at the start of the week so that the main candidates were level-pegging close to...