Subject: FX books bulge in quant investment field

WEEKLY ROUND-UP
TOP STORY
FX books bulge in quant investment field
Carry strategies attract bulk of interest; banks eye growth in volatility, intraday and emerging market replication
 16 May 2024   |  Feature
Infrastructure
Isda pushes to ‘decouple’ Simm calibration from model changes
Emir 3.0 prompts effort to separate risk-weight revisions from methodology updates
15 May 2024   |  News
Trading
Are market-makers better at dealing with central bank intervention?
Lack of pain following BoJ intervention suggests dealers are better at handling event risk
14 May 2024   |  Opinion
Trading
Europe’s FXPBs take advantage of margin rule carve-out
Some large FX options users have switched to dealers capitalising on regulatory mismatch
09 May 2024   |  News
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Tech and data
Breaking out of the cells: banks’ long goodbye to spreadsheets
Lenders are cutting back on Excel amid tighter regulation and risk concerns
09 May 2024   |  Feature
Trading
Emerging market liquidity faces capital charge crossroads
Hedge funds and market-makers need a more capital-efficient way to trade EM currencies, argues SGX exec
02 May 2024   |  Opinion
Trading
Hedge funds’ pricing often trumps other buy-siders – SNB
Research shows “advantageous” prices result in outperformance of 139bp trading USD/CHF
02 May 2024   |  News
Regulation
Softer FX rules for China QFIs set to boost CNY competition
Freedom to circumvent local custodians a plus for pricing and best execution – State Street
30 Apr 2024   |  News
Regulation
Industry urges focus on initial margin instead of intraday VM
CPMI-Iosco says scheduled variation margin is better than ad hoc calls by clearing houses
29 Apr 2024   |  News
Trading
Banks and market-makers back BGC’s FMX
Group including BofA, Citi and Goldman buy 26% stake in spot FX, UST and futures trading business
26 Apr 2024   |  News

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