Post-trade

PBoC gives OTC foreign exchange go-ahead

BEIJING/SHANGHAI – The People's Bank of China (PBoC) opened up the country's spot FX market to over-the-counter trades last week, and introduced 13 market-makers to provide liquidity in the renminbi.

Lesson from Refco: keep it transparent

Yes, this is the second editorial in a row that I have written about Refco, but I make no apology for it. There are too many important lessons to be learned from the collapse for the industry to be able to move on as if nothing had happened.

Eurex confirms US partner search

CHICAGO – Swiss-German exchange Eurex has confirmed it is in dialogue with numerous rival US-based exchanges about forming a partnership to aid its ailing US business.

RBC takes on Risque

NEW YORK – Royal Bank of Canada (RBC) is to implement Risque, a risk management tool from Sophis, a cross-asset front- to back-office solutions vendor.

Citi shuts down Nordic offices

SCANDINAVIA – FX Week revealed Citigroup was to close FX sales operations in the Nordic region with branches in Copenhagen, Helsinki, Stockholm and Oslo to be shut.

CLS targets buy-side build-up

NEW YORK AND ZURICH – July saw CLS looking to expand into non-deliverable forwards (NDFs) and OTC options – a move that would pave the way for far greater buy-side participation on the settlement system.

Deutsche boosts prime brokerage

LONDON – Deutsche Bank upped the ante for prime brokerage providers by extending its offering with the introduction of options, non-deliverable forwards (NDFs) and increased processing capabilities.

Bloomberg on the Wire

NEW YORK – Bloomberg is providing straight-through pro-cessing of swaps by linking its multi-dealer swaps trading platform to SwapsWire, an industry-backed electronic processing platform for over-the-counter derivatives.

Enigma – a cracking good model

Pete Eggleston, head of quant solutions at the Royal Bank of Scotland, financial markets, in London, discusses systematic trading of FX implied volatility using the 'Enigma' model

Causeway selects Misys Treasury Plus

LONDON AND NEW YORK – Causeway Capital Management (Causeway) has chosen vendor Misys Banking Systems (Misys) for increased efficiencies in the confirmation and settlement processes for money market and other financial instrument transactions.

India to liberalise forex regulations

NEW DELHI – The Reserve Bank of India (RBI) looks set to liberalise rules governing forex transactions, cutting the red tape that limits the public's ability to buy and sell currency.

The passport option

Jeffrey Todd Lins, Director, Quantitative Analysis At Saxo Bank In Copenhagen, Suggests Passport Options As A Way To Maximise A Longer-Term View During Non-Trending Periods

Casting a wider net

Olaf Ransome, head of product development & support transaction services & solutions, Credit Suisse in Zurich, advocates that CLS should diversify into emerging currencies sooner rather than later

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