Foreign Exchange
23 white papers and resources
The Risk Library provides white papers on current thinking, modelling and best practice in foreign exchange which will show how foreign exchange can be used to your organisation’s best advantage. Foreign exchange is the exchange or conversion of one currency into another currency. The global foreign exchange markets are exponential in size and are trading constantly.
Smarter trading in a fragmented world
In a survey conducted by FX Week in collaboration with Refinitiv of more than 100 FX traders in Asia, we uncovered several trends that highlight current developments in the industry. Key discussion points include: Making the most of volatility; finding liquidity in a fragmented market; and…
EURO STOXX 50® ESG – Integrating Sustainability
This latest research paper puts the EURO STOXX 50 ESG Index under the microscope to analyze its profile and characteristics, and the effect of implementing the strategy. It further looks beyond negative ESG screening strategies and into more comprehensive sustainable approaches that can also…
OTC FX & FX Futures, Linked
This white paper describes the mechanism, with three use cases, for using CME FX Link – the first ever electronic spread between OTC FX and FX Futures.
Liquidity Insights – October 2018 Employment Numbers
This white paper explores the impact of the October U.S. employment data release throughout the E-mini S&P 500 futures session, as traders worked to digest the report and understand portfolio implications.
FX market structure in flux - The future of FX derivatives markets
This white paper examines the results of a recent survey conducted by FX Week in association with LCH ForexClear. It explores the impact of the financial crisis on FX derivatives, the effectiveness of clearing, compression and optimisation tools in minimising costs, and what lies ahead for FX…
Replicating OTC FX Market Positions with CME FX Futures
This white paper explores the advantages that CME FX futures offer traditional market practitioners in the OTC FX markets. It further examines how CME FX futures can be used to replicate cost-efficient, manageable synthetic exposure to OTC FX spot, forward, and swap transactions.
TCA and fair execution. The metrics that the FX industry must use.
This white paper proposes the blueprint for FX TCA methodology that enables market participants to calculate and compare trading costs across both firm and last look liquidity.
CES China 120 Futures - A Useful Offshore Hedging Tool For Cross-Border Investment
This white paper explores the tools needed to support cross-border stock investment in Shanghai, Shenzhen and Hong Kong. The paper further provides a convenient and cost efficient offshore market tool for Mutual Market investment.
Prime-of-prime solutions – Sustainable solutions and evaluating means of access to credit in foreign exchange markets
Based on a survey of global FX market participants, this white paper explores the preferences, needs and attitudes clients and the broader FX market have in relation to tiered credit intermediation.
A Fresh Perspective: Enhancing Transaction Cost Analysis Effectiveness
Having examined existing trends and attitudes to transaction cost analysis, this white paper describes how organisations can build upon current their use of this analytical tool in order to improve the investment process.