Analyzed over 30,000 FX options and forwards and analyzed the cash flows in a major account for a large foreign dealer
Provided an expert report and testimony in a London based arbitration regarding interpretation of ISDA documents in the Russian debt crisis
Provided expert testimony and analysis in a Federal Court trial regarding FX options
Provided consulting advice and testimony on the valuations of a wide range of non-dollar securities and derivatives contracts.
FX derivative contracts we have assessed include Euro, Japanese Yen, Mexican Peso, Turkish Lire, Thai Baht, Russian Ruble and Australian dollar among others.
Provided Risk Advisory consulting services to institutions with complex FX exposures.
FX Regulatory
BIS - Dollar debt in FX swaps and forwards: huge, missing and growing
CFTC - Final Rule Regarding Retail Foreign Exchange Transactions
CFTC - Final Rule: Regulation of Off-Exchange Retail Foreign Exchange Transactions and Intermediaries
CFTC - Fact Sheet for Final Rule Regarding Retail Foreign Exchange Transactions
CFTC - Fraud Advisory from the CFTC: Foreign Currency (Forex) Fraud
CFTC - CFTC Brochure on Forex Fraud
CFTC - Foreign Exchange Currency Fraud: CFTC/NASAA Investor Alert
SEC - Forex - Foreign Currency Transactions
SEC - Foreign Currency Exchange (Forex) Trading for Individual Investors
USDCNY Spot Exchange Rate in 10 yrs (Source: Bloomberg)
USDCNY historical volatility (60) in 10 yrs (Source: Bloomberg)