Australian dollar
Strong dollar pushes ANZ’s CVA charges up 57%
Risk-weighted assets rose A$1.4 billion in three months; biggest quarterly increase since mid-2019
FX vol revived by Covid-19 – but for how long?
Traders split on whether virus impact, or central bank responses, will prove most powerful
OIS volumes collapse after rates plummet
USD OIS weekly traded notional falls to $502 billion from recent $3.3 trillion peak
OIS trading in sterling, euro and Aussie dollar soar
Euro overnight index swaps notional volumes hit €192 billion on March 1
Who killed FX volatility?
Beyond central bank policy, traders see a range of hidden structural factors at work
First Ibor versus SOFR cross-currency swap trades
Westpac and Citi strike BBSW/SOFR trade in landmark moment for Australian market
Australia a prime candidate for a term RFR – IHS Markit exec
With its liquid futures and OIS markets, the country could be a term rate leader
Australia central bank: repo collateral will require fallbacks
Isda AGM: Debt instruments will need the provisions to be eligible for Reserve Bank of Australia repo programme
Swaps data: SOFR swaps slip, futures flip
After a banner month for the young OTC instrument in January, volumes then halved
Negative rates force decline in yen life products
Japan’s life firms are increasingly focused on foreign-currency products
Australia probes AUD spike prior to rates decision
Australia's authorities look into sudden moves in the Aussie's value
Aussie dollar decline puts FX hedging strategies in the spotlight
The rapid slide of the Australian dollar has refocused attention on currency risk by local firms
CFFEX to launch euro and Aussie cross-currency futures
Cross-currency volatility a major threat to China corporates, says exchange
Buy side pushes back on Aussie dollar swap clearing
Small firms reluctant to clear due to margin costs
Australia dealers face Sef time zone issues
CFTC rule poses clearing challenges for dealers whose markets close before clearing operations in London open
CFTC extends no-action relief to sole Asian Sef
Australia-based Yieldbroker can continue to service US clients while CFTC considers its Sef application.
Lack of CSAs restricts forex hedging options for Australian institutions
Returns for hedging via long-term cross-currency swaps are attractive, but few are able to do so because of the lack of credit support annexes in place
Myriad factors impact major currency pairs, says Gallo
Clashing currencies
ASX to use cross-margining efficiencies in battle for Australia clearing market
Australian domestic clearing house hoping to use lower margin costs as a means to win market share
Lack of clarity over clearing provides problems for Asia banks
The deadline set by the G-20 to clear all standardised OTC derivatives has passed but a lack of regulatory clarity over the shape of reform is hampering banks in the region