Sponsored by ?

This article was paid for by a contributing third party.More Information.

Greenwich Associates Publishes New TCA Study

FX Options in the Age of Uncleared Margin Rules

Greenwich Associates Publishes New TCA Study

Greenwich Associates have published a paper which states that buyside firms could achieve significant savings on execution costs, up to 70% on some trades, by shifting some of their trading to listed FX options. In addition, for those impacted by uncleared margin rules (UMR), funding costs could be reduced by 86%.

Crucially, their total cost analysis (TCA) research also shows that listed FX options can be more cost-efficient alternatives to bilateral trading, independent of the incoming regulations, as the electronification of FX options accelerates and liquidity responds.

Read the Paper

  • LinkedIn  
  • Save this article
  • Print this page  

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: