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…
This white paper gives an overview of the methodology and drivers behind the supervisory stress test of 2019.
Market Response to Recent FOMC Rate Decisions - How Markets Behave Before & After Fed Rates Decisions
This white paper provides a review of how markets behave before and after Fed rate decisions and explores the impact of Fed rate decisions to market pricing.
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.
This white paper maps out the path from a pre-digital, compliance-driven risk management strategy to an adaptable, integrated approach that can keep pace with the fast-changing digital world.
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.
With little reason to think the transition to alternative reference rates will be a straightforward process, this white paper addresses the 5 top-of-mind issues dominating the Libor transition.
This white paper gives the most up-to-date overview of the European authorities Banking Union. It further examines how much risk reduction has already been achieved as well as the issue of illiquid assets.
This white paper deals with the pricing of defaultable assets, whether corporate bonds or bank loans, in terms of theoretical and practical issues alike.
This white paper examines the European Banking Authorities (EBA) and European Systematic Risk Boards (ESRB) release of macroeconomic scenarios for EU-wide stress testing. It further explores a possible approach to manage the sensitivities of risk parameters to these given scenarios.