Foreign exchange markets are shaped by liquidity fluctuations, which can trigger return volatility and price jumps. Identifying and predicting abnormal FX returns ... proxy are fed into a regime ...

European Central Bank supervisors are analysing the dollar exposure of euro zone banks but there is no doubt the U.S. Federal ...

Specifically, the Horizon Sentinel tool identifies commercially relevant changes to the liquidity of financial institutions as well as counterparty activity as soon as they occur, effectively reducing ...

Yesterday, we got the release of the minutes from the FOMC meeting in July. Not surprisingly, we see a Fed just as confused as ever as to what monetary policy actions should be taken. To wit:•FED ...

Illustration: Jacob Reynolds for The Wall Street Journal The Federal Reserve Bank of New York executed a $49.6 billion overnight liquidity operation Monday that moderately reduced the overall ...

The Fed’s decision to taper is perceived as the beginning of the ... Diverging central banks are another plus for FX vols. As shown in figure 4, the aggressive ease by central banks pushed rates ...

We have seen a huge uptick in FX option clearing volumes, with $102 billion cleared in August alone. Liquidity providers are increasingly ... There are several lenses to the current evolution. A key ...

While good for Japanese investors, it is bad for American corporations and FX un-hedged US investors ... Many will cite Fed liquidity as a reason for high valuations in the United States, and ...