
FxWirePro: Keeping valuations aside, why owning delta hedge in EUR/PLN?
Feb 21, 2017 06:23 am UTC| Research & Analysis Insights & Views
French election risk premia have ramped higher in recent days as the shrinking time horizon and enforcing punchier day-weight marks on gamma books. Overnight implied vols for the two election rounds command a1.5-2 times...
Feb 21, 2017 05:53 am UTC| Research & Analysis Insights & Views
We believe that political risk into the French elections is priced more appropriately in bonds (but not in currencies) than going into the Brexit and US vote. In the remote scenario of a Le Pen Presidency with...
Moody's: Singapore banks' under cost and net interest margin pressures, but should subside in 2017
Feb 21, 2017 01:09 am UTC| Research & Analysis
Moodys Investors Service says that the full year and Q4 2016 (October-December 2016) financial results of the three largest banks in Singapore by assets reveal a further decline in profitability and mixed asset quality...
Moody's: German regional governments' pension reserves keep costs at sustainable level
Feb 21, 2017 00:58 am UTC| Research & Analysis
German regional governments pension credit risk is moderate due to their ability and demonstrated willingness to ensure sustainability, Moodys Public Sector Europe (MPSE) said in a report published today. Furthermore, the...

FxWirePro: Uphold EUR/GBP/USD volatility swaps as EUR risk prompts 6m tenor
Feb 20, 2017 11:30 am UTC| Research & Analysis Insights & Views
Euro area business and consumer surveys point to solid growth momentum in the region. Sentiment improved significantly during Q416 and remained robust in January. Consistent with this signal, Euro area GDP increased a...

FxWirePro: Is cheaper volatility among EUR/GBP/USD justifiable?
Feb 20, 2017 10:45 am UTC| Research & Analysis Insights & Views
A glimpse over Eurozone fundamentals: Euro area business and consumer surveys point to solid growth momentum in the region. Sentiment improved significantly during Q416 and remained robust in January, with thestrong sector...

Feb 20, 2017 10:10 am UTC| Research & Analysis Economy
A glimpse on fundamentals: German IP plunged, likely due to holiday distortions. German VDA car production data already point to a big rebound in January. German election thrown open by thechange in SPD...