The release of implied volatility data will assist risk managers in assessing foreign exchange and precious metals risks. Using RMG’s existing DataMetrics application, risk managers will now be able to access the J.P. Morgan Foreign Exchange and Precious Metals Implied Volatilities database. The data set includes historical option prices for over 40 currency pairs, gold, and silver. Importantly, the data set also includes prices for options with different maturities as well as different strikes, commonly known in the market as the volatility smile. ‘Use of the Morgan data set will give risk managers a more accurate reflection of their FX and precious metals derivatives risk,’ said Phil Weisberg, head of Global Foreign Exchange and Precious Metals Derivatives at Morgan. ‘As a premier derivatives house, we are positioned to offer sophisticated, reliable data, including figures on implied volatility smiles.’
The annual BNP Paribas Cash Management University kicked off on Thursday morning with treasury professionals congregating in Paris from across Europe.
APIs may be a solution to MT940 challenges, says Karen Fagan, treasury operation manager, for British television company, ITV.
Kicking off the first day of the Singapore Fintech Festival, issues with cryptocurrencies were addressed by MIT media labs director, Joi Ito, and panels of technology leaders discussed how they’re using data analytics.
Sibos 2017 day two highlights: Brexit and banking, and why ‘data is the new oil’ in financial services
How nation first politics can impact global financial organisations It’s clear that data and regulation are the two key topics that are ... read more