Foreign Exchange

Overview


The banking corner contains components and libraries for running the types of analytics that are typical at bank. This usually means fixed income and analytics and credit analytics.

National Income Accounting


National Income Accounting - basic equation that details the sources of a nations national income, which includes the effect of imports and exports.

Currency Regimes


Before modeling foreign exchange, one must understand which regime the currency falls under. Currency regimes indicate the degree of a country's intervention in the currency markets with regard to its own currency. Central banks will often intervene in the currency markets, either to make the currency stronger or weaker, or to fix it to another currency in order to acieve stability.

The following are the typical classifications of the different currency regimes.

  • Floating
  • Fixed
  • Central Bank Intervention

Asset Modeling


Currency Pricing Theories :

Contents