The ... Guide to Foreign ExchangeEuromoney Publications PLC, 2005 - Foreign exchange |
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Common terms and phrases
asset class Bank of America base currency basket derivatives basket option provides basket weights borrowing carry strategies Citigroup correlation currency hedge ratios currency notional amounts currency pairs currency risk current account deficit discount diversification dollar downside DXY Index euro euro-dollar and dollar-yen euro-yen Euromoney eurozone exchange rates exposures Fed Funds rate forecast foreign currency weighting fund managers FX basket options graph hedge funds high volatility HSBC implied covariance matrix implied volatilities increase incremental alpha interest rate carry interest rate differentials leverage manager search million model/manager MSCI World Equity multi-currency non-US savings optimized options in portfolio plain vanilla currency portfolio strategies positions product based strategies pseudo asset RBC Capital Markets rencies return distribution rising US rates risk aversion risk management ruin probability Sharpe ratio Souce strike prices terms of base trading strategy transform volatility trend underlying vanilla currency options vanilla option variance swaps volatility into yield volatility overlay yield appetite