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Gives practical advice on analyzing the FX derivatives market including calculating breakevens, implied volatility versus realized volatility analysis, plus analysis of the ATM curve, the skew, and wings of the volatility smile. Also discusses market positioning.
This chapter is important for readers with more experience in dealing with hedge funds. Compared with traditional investments such as equities or bonds, hedge fund investments belong to the universe of so‐called ‘alternative’ investments. This world is also home to private equity and venture capital investments. A major selling point of hedge funds is their promise of absolute returns ‐ positive returns...
This chapter looks at the processes banks should set forth in controlling funding liquidity risks. The Basel Committee issued some guidance principles on liquidity that are discussed in the first section of the chapter. The second section looks into the specific control processes for liquidity that banks are expected to develop or have in place, taking into account lessons learnt from the recent crisis...
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