Sponsored forum: Bloomberg Indexes
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More Foreign exchange articles
Senior market participants have suggested widening the time window in which benchmark exchange rates are set in foreign exchange, following allegations of manipulation
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number b...
Ongoing investigations into manipulation of forex benchmarks have led to calls for changes to the way the WM/Reuters exchange rates are used
Further liberalisation of Korea's capital markets gives securities firms a chance to expand
Senior spot traders at JP Morgan, Citi and Standard Chartered have all been placed on leave, while Barclays, Deutsche Bank and UBS confirm they are conducting internal reviews in connection with all...
MAS joins the HKMA in looking to assist in global investigations of forex rate fixing
On the bench
The yen has become more range-bound following its dramatic fall earlier in the year, creating a lull in FX market activity during the western summer weeks
Going forwards (checking backwards)
Volume was up across forex products in the UK and US in April 2013, with nearly $1 trillion traded daily in the US and more than $2.5 trillion in the UK
Banks are staffing up for a livelier foreign exchange forwards market, but taint of Libor rigging is limiting pool of new traders
Addressing the challenges of clearing deliverable foreign exchange products, Mandy Lam of the Global Financial Markets Association suggests more products could become financially settled in the future
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.