EMEA Newsletters

Pareto’s Scott Grimberg, Senior Vice President and portfolio manager for the BNY Mellon Evolution Long Short Emerging Currency Fund, examines the Chinese currency and the growing importance of its status in the world.

Richard Purssell, Head of Trading discusses trading innovations in the currency markets highlighting Pareto's adoption of some of the new technology which are currently aiding best execution for Pareto's clients.

Ben Gilmour, Risk Manager looks at the regulatory changes that have been largely prompted by the credit crisis.

Constantine Ponticos, Head of Currency Research discusses the future of the banking sector given the current state of affairs.

Gavin Francis, Head of Client Portfolio Management explains the intricacies of hedging emerging currency exposures. 

Pareto’s Mauricio Bouabci, PhD, Senior Vice President, Research and portfolio manager for the BNY Mellon Evolution Currency Option Fund   examines the progression of the recent contraction in volatility levels and presents an outlook for implied volatility going forward.

Gavin Francis, Head of Client Portfolio Management looks at the currency exposure of a portfolio using asset related future contracts, decomposing exposure into first order, second order and third order effects.

Jakob Bak, PhD, CFA, from our Research team in his article explores interest rate differentials between major currency pairs and concludes that correlations between yields and exchange rates in major currency pairs have increased. He extends his article to explain the implication of such market behaviour for investors.

Gavin Francis, Head of Client Portfolio Management looks at the connection between the regret theory and dynamic risk management.

Scott Grimberg, Senior Vice President, Research and Ron Lagnado, Managing Director, Research, also co managers of the BNY Mellon Evolution Long Short Emerging Currency Fund , continue their examination of Emerging Market Currency and provide some suggestions as to how to improve on a simple long-only emerging market currency strategy.

In this article, Pareto’s Mauricio Bouabci, PhD, Senior Vice President, Research looks to the long term to examining recent alpha opportunities in the options markets.

Constantine Ponticos, Head of Currency Research shares his insight on the philosophy behind Pareto’s Currency Multi Strategy Programme

Jim Coleman, Senior Vice President, Research reminds our audience of the key issues surrounding currency exposures and subsequently its management.

Carolyn Christie, Chief Operating Officer examines counterparty risk and describes the measures taken by Pareto to address the issue.

Andrew Thomas, Vice President, Client Administration explains settlement risk, discussing how Pareto limits exposure to settlement risk.

Carolyn Christie, Chief Operating Officer expands on measures taken by Pareto to manage legal risk

Gavin Francis, Head of Client Portfolio Management looks at the management of cash flows in a currency overlay strategy.

Laurie O’Donoghue, President, Pareto New York LLC shares her views on rebalancing portfolios from a risk perspective using Pareto’s Risk Based Rebalancing framework.