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Episode 14: Capital Allocation for FX Options
How regulation and internal models turn market risk into capital requirements. Explore the link between options exposure, capital allocation and the economics of running a derivatives business.This episode is part of FX Options Daily, a 30-day themed season of The Trading Floor covering pricing, hedging, exotics, risk and institutional FX options practice.Full treatment: Chapter 14 of FX Options.Educational content only. Nothing in this episode constitutes investment advice.
The skinny
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