Is Citi’s SA-CCR hit a sign of things to come?

Home https://ift.tt/yjJwEHu Higher cost of capital for banks dealing in short-dated uncollateralised FX swaps and forwards could impact dealers and clients alike

Revival of FX carry strategy leaves quants unconvinced

Home https://ift.tt/Y0oWA4F Record returns in March give little comfort that strategy is ‘back’

Pricing data is key to unlocking FX swaps e-trading

Home https://ift.tt/pjITzCn Digitec’s Stephan von Massenbach on why automation is needed for e-trading to reach its potential

Fortunes of VAR: dealers decry effect of war on risk models

Home https://ift.tt/xhk9ZFY European banks with large Russian derivatives exposures face risk of backtesting exceptions – and higher capital requirements

How MSIM wasted $400m on FX options

Home https://ift.tt/q50R9Qh Funds owned or advised by MSIM have thrown vast sums at a USD/CNH strategy that appears not to have paid off

LSEG to launch new NDF Matching platform in Singapore

Home https://ift.tt/equCrVO

What’s up with the docs? Isda aims to set standard for crypto

Home https://ift.tt/aXYFAJm Industry body looks to standardise digital derivatives documents, but some wonder if it is best placed to do so