FX Markets



JP Morgan has unveiled plans to completely re-engineer the Fourfifteen value-at-risk calculation application developed by the bank's London-based risk management products division. Fourfifteen currently tuns on PCs under Microsoft's Excel spreadsheet. The application is used by some 40-odd financial institutions and corporates to calculate VAR figures using JP Morgan's Riskmetrics volatility data service.

But JP Morgan has now teamed up with The Mathworks, a Massachusetts-based software company

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to FX Markets? View our subscription options

If you already have an account, please sign in here.

VAR exceptions rise in third quarter

NEW YORK & ZURICH - Volatility in financial markets led investment banks to far exceed thresholds for trading losses in the third quarter, casting doubt on their risk modelling.

Bayer Group's two-year plan pays off

LEVERKUSEN – As the dollar continues its slide versus all major currencies – it has lost 8% of its value against the euro in the past two months and 9% against the Swiss franc – corporates are struggling to readjust their hedging strategies.

NAB options desk "open again"

MELBOURNE – National Australia Bank (NAB) has resumed limited trading in currency options, as an April 30 deadline to amend its shortcomings passed last week.

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: