Spot market
Smarter trading in a fragmented world
FX Week recently hosted a webinar in partnership with Refinitiv to ask foreign exchange industry leaders to discuss geopolitical challenges, market changes and developments, and evolving technologies, and how they have shaped forex markets in Asia
Currencies flow market-maker of the year: Credit Suisse
Risk Awards 2020: Swiss bank shows block trading can still compete in the age of the algo
Forex ‘last look’: how non-banks stack up
Research shows patchy disclosures, plus differences from banks on pre-hedging and rejected orders
Q&A: CFTC’s Quintenz talks bitcoin, Nasdaq breach, algo trading
On cryptocurrencies, commissioner worries about spot market, but has confidence in big futures exchanges
The swap market model with local stochastic volatility
An easy to calibrate and accurate swap market model is proposed
The Nordic/Baltic spot electric power system price: univariate nonlinear impulse-response analysis
This paper studies the characteristics of the conditional mean and volatility of daily price movements of the system price for the Nordic/Baltic one-day-ahead spot electric power market.
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance
Goldman discloses ‘speed bumps’ for forex clients
Past behaviour may subject clients to a 200-millisecond hold period, as US bank tries to avoid losses
Applied risk management series: gas storage valuation strategies
A look at the valuation of gas storage facilities and show how a deeper analysis of the value formation can offer insights for P&L optimisation and risk management
The Nordic futures market for power: finally mature and efficient?
The authors of this paper study the forecasting performance of Nordic power futures in order to see whether the futures bias reported in a number of previous studies still prevails and, if so, whether this means that the market is inefficient.
Epex Spot CEO pushes to unite Europe's power markets
Exchange mergers will "simplify the picture" for power traders, says Conil-Lacoste
Exchange of the year: APX
Power exchange copes well with evolving market and changes in client demand
RMB controls stifling iron ore swap market participation in China
Inability to convert RMB is preventing more participation from Chinese end-users in the iron ore swaps market, according to an onshore metals derivatives player
Asian gas market sparks into life
Hitting the gas
FX platform proliferation branded unsustainable
A recent flurry of FX trading platform launches will undoubtedly lead to a round of consolidation, with less successful players squeezed out of the market, argue FX Week USA speakers
UK financial chiefs throw weight behind London’s RMB initiative
London will become the next offshore centre for RMB trading, vows UK chancellor George Osborne, supported by banking heads from Bank of China, Barclays, Deutsche Bank, HSBC and Standard Chartered
A divided CFTC approves new commodities position limit rules
"The pursuit by industry of legitimate and appropriate risk management is now made unduly onerous," says CFTC commissioner Scott O'Malia
Growing global gas demand to end Asian LNG spot market?
Experts question whether the nascent spot market for liquefied natural gas (LNG) in Asia could disappear if excess supply replaces nuclear in Germany and Japan