GFI Closes FX Options Mark-to-Market Gap

ORGANIZATION AND STRATEGY

Solving the problem of marking FX options to market came one step closer to being resolved last week with the launch of a new ‘revaluation fixing’ service from New York-based interdealer broker GFI. The revaluation data is available via Moneyline Teleratescreens

The service is designed to enable risk managers to assign a fair value to derivatives positions, a requirement set out by existing accounting regulation FAS 133 in the US and the upcoming legislation for Europe, IAS 39, which is plan

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology 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: