Foreign exchange
FX research bounces back amid volatility
Dealers report sharp rise in client demand for research
Avoiding market impact – it takes two
Dealer hedging practices have a big part to play in quiet execution, but so does client behaviour, writes UBS's Ciara Quinlan
SA-CCR adoption may spur wider FX swaps clearing
With up to 90% lower exposures on offer, dealers say capital benefits could outweigh margin costs
Sell at dawn and go away – but come back after lunch
Historic and well-known intraday seasonal patterns can deliver return-to-risk ratios in excess of 1. Tradefeedr’s Alexei Jiltsov explores whether execution desks should employ these factors
Investors trade the drama out of the crisis
How LGIM, AXA, Manulife and other buy-siders tackled the toughest markets since 2008
Ion’s wrists slapped in probe of Broadway deal
Competition watchdog extends initial investigation, after Ion failed to comply with call for info
Who revived FX volatility?
The reports of FX vol death were greatly exaggerated. For now, anyway
CLS data scientists try to decode FX volatility
New team has flood of info to work on, after Covid-19 trading surge pushes March volumes up 27%
FX data shows hold, reject divide in G10 vs the rest
Use of analytics can help reduce last look and improve FX Code adherence, says EBS executive
India preps margin regime as parliament debates netting law
Lawmakers thrash out bill on close-out netting; margin rules likely to follow in H1
FX options see record volumes as yen goes off-script
Coronavirus outbreak and recession fears trigger frenzied trading in USD/JPY options
Average reported daily UK FX turnover hits record high
Daily turnover of $2,881bn in October 2019, up 2% from previous high of $2,821bn in April
PBoC injects 1.2 trillion yuan as markets plunge
Chinese central bank eases to support economy as coronavirus spreads; Q1 GDP growth could drop to 4%
Spot volumes on platforms resumed downward trend in 2019
But an uptick was seen in FX swaps and forwards submitted for settlement
PBoC extends market closure as coronavirus spreads rapidly
Chinese central bank extends interbank markets closure and vows to maintain ample liquidity
Iceland boosts reserves despite volatility in 2019
Central bank carried out FX interventions to offset “abrupt weakening” of krona
Chile unexpectedly halts FX interventions
In December, interventions helped peso appreciate, but it has resumed downward trend
PBoC signs Laos currency settlement agreement
Deal comes as Chinese authorities push for greater global use of renminbi
Bank of Thailand grapples with baht appreciation
Central bank relaxes FX regulations and cuts rates as baht hits six-year high
Exchange rate pass-through patterns are changing – RBI paper
Pass-through in emerging markets is non-linear, asymmetric and falling, the authors find
