Sep 25, 2017 13:51 pm UTC| Research & Analysis Insights & Views
Escalating risk premium: The rise in geostrategic tensions on the Korean peninsula has certainly impacted domestic market sentiment. The risk aversion around this issue can still rise further and broaden. For EM Asia...
FxWirePro: A bird’s eye-view on EM Asian rates and FX derivatives
Sep 25, 2017 13:06 pm UTC| Research & Analysis Insights & Views
Two years on from Chinas melodramatic currency regime (devaluation mechanism of its currency) in August 2015, the event prolongs to cast a long shadow over the foreign exchange market since then. The considerable downward...
FxWirePro: Wise hedging schemes for KRW amid North Korean tail risks
Sep 25, 2017 12:24 pm UTC| Research & Analysis Insights & Views
The demand for some protection in Korean assets is evident in risk reversals in the FX market. But after visiting Asian based investors last week there is a clear preference to fade the risk and harvest the vol/skew...
Sep 25, 2017 11:59 am UTC| Research & Analysis Insights & Views
The Federal Reserve offered up a clearly hawkish monetary policy - confounding markets skepticism and staging the Dollar Risk trends are perhaps at greatest risk of volatility moving forward post-Fed QE plans, but it...
FxWirePro: BI outpaces rate cut; IDR drifts in narrow range – Hedge USD/IDR upside risks via 3m NDFs
Sep 25, 2017 10:01 am UTC| Central Banks Research & Analysis Insights & Views
We discuss the reasons behind USDIDR stability but see a modest rise towards year-end 2017. In addition, we believe the INR is sensitive to the more hawkish tones emanating from other major central banks and is exposed to...
Sep 25, 2017 08:57 am UTC| Research & Analysis Insights & Views
Please be noted that the implied vols of EURJPY crosses have been shrinking lower from the current 13.51% to 9.35% for 1w and 8.86% for 2w tenors in spite of the speeches of ECB and BoJ officials. Positively skewed EUR...
FxWirePro: Smart hedging for softer dollar shorts post Fed speeches
Sep 25, 2017 06:50 am UTC| Research & Analysis Insights & Views Central Banks
After being gripped slightly by geopolitically-driven risk aversion last Friday, expect markets to be guided by central bank rhetoric this week despite the plethora of geopolitical/political headlines over the weekend. At...
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