LSEG adds market risk optimisation for FX options
Tool attracts eight dealers and could be expanded to rates and equity options
London Stock Exchange Group’s (LSEG) post-trade division has launched its first market risk optimisation tool, initially aimed at helping foreign exchange options desks to manage complex exposures without the need for interdealer brokers.
The new service builds on the same multilateral process and risk engines underpinning the firm’s established counterparty optimisation service, which sees users submit portfolio data to generate optimised combinations of risk reducing trades.
“The key point is
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