FX Markets - Jul 2024
See below for a full listing of the articles in the July 2024 collection of FX Markets
Articles in this issue
What T+1 risk? Dealers shake off FX concerns
Predictions of increased settlement risk and later-in-the-day trading have yet to materialise
State Street hires FactSet’s Matsko for GlobalLink business
New hire to take on global sales head role
Data reveals hidden clockwork of FX forwards market
More than 70% of Vanguard’s volumes and nearly half of Pimco’s regularly occur on just four calendar days
BofA extends ‘guaranteed rate’ window to a year
US bank holds spot FX rates for longer period to give alternative hedging tools to smaller clients
Fee compression threatens FX algo innovation
e-FX Forum: Bank algo heads say continued revenue pressures could stifle development
Automation the answer to costly fat finger errors
e-FX Forum: BNP FX exec says trading and booking problems can create up to 4% hit on P&L
Common FX solution needed for mid-tier banks, says SG’s Estrada
e-FX Forum: Fee compression and costly tech spending should encourage dealer collaboration, he says
Can Citi’s XVA desk help solve risk data failings?
Resolution plan reviews exposed material limitations in banks’ ability to unwind derivatives
Automated market-makers create market integrity and stability risks – research
Canadian study warns of real economy impact, depending on level of interconnection
Argentina sells dollars in parallel FX market
Domestic currency’s CCL value jumps as central bank tightens monetary supply
The evolution of the sell-side front office: FX options
smartTrade is observing a significant trend among its clients and prospects: banks are increasingly enhancing their sell-side front office offerings by incorporating more sophisticated products such as FX options into their end-client solutions
FX options’ MDP migration
Volumes on multi-dealer platforms are climbing, but dealers warn pricing may not be optimal
Gearing up for FX’s blockchain resurgence
FX markets can benefit from the digital asset revolution but need to pay attention now, says LMAX Group’s Mercer
Podcast: Lorenzo Ravagli on why the skew is for the many
JP Morgan quant proposes a unified framework for trading the volatility skew premium
Franklin Templeton steps back into FX options
Former biggest user of the instrument among US mutual funds returns with $7.6bn of USD/JPY strategies
e-FX awards 2024: The winners
JP Morgan takes home a record five wins, while BNP, DB and NatWest have two each
