German-based index provider International Index Company (IIC) has launched a new family of currency indexes, the IboxxFX trade-weighted foreign exchange indexes. The indexes were developed by IIC in conjunction with several investment banks, including Deutsche Bank.
The indexes are based on each central bank's basket exchange rates, which track the performance of a currency against a defined basket of currencies. The following currency indexes are calculated and published: euro, US dollar, st
The week on Risk.net, July 7-13, 2018Receive this by email