How can firms address – and safeguard themselves from – potential execution algorithm risks, asks SGX’s Trivedi ...

At the beginning of the year, all a foreign exchange trader had to do to plan his activity was to look at a calendar. Whether ...

As part of the three-year review of the FX Global Code, one of the changes will include an amendment to Principle 9, whereby ...

BNP Paribas had its foreign exchange forwards book with US mutual funds halve during the third quarter of 2024, as Pimco and Vanguard significantly cut their activities with the French bank. Notional ...

Foreign exchange traders mostly profited from last week’s collapse in the Brazilian real, but the gains were offset by sizable losses on rates positions when the Brazilian central bank (BCB) ...

A rise in the cost of repo and foreign exchange derivatives has become a year-end tradition for several years now, as banks try to shed balance sheet exposures to keep a lid on future capital ...

CME Group is preparing to launch a new cross-currency basis future that it says could provide a more efficient means for banks’ short-term interest rate (Stir) trading desks to hedge risks in their ...

Banks that make markets in gold typically hedge the spot price with futures. Standard models assume the two instruments are highly correlated, and because the bid-ask for futures is often tighter than ...