Quaesta Capital, a Swiss financial services provider, is live on Fenics FX, a pricing and risk management platform from GFI. According to GFI, Quaesta is using Fenics to manage vanilla and exotic FX option positions in its new V-Pro, a long/short FX volatility program launched at the end of May. Quaesta's license covers Fenic's pricing, security, live rates, and analysis modules. The contract was signed in December last year and Fenics went live at Quaesta in April.
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails