Modelling Hedging Ahead of the Fix: Does it Work? August 12, 2025 “Pre-hedging”, or “hedging ahead of the Fix” as it is referred to around the major FX benchmark fixes, remains a… Read More »
The Last Look… February 25, 2025 The recent data from the world’s FX committees highlighted what we all knew – spot FX volumes soared year-on-year in… Read More »
The Last Look… February 4, 2025 Sorry everyone but this is going to be an old-school rant – I try very hard not to compare today’s… Read More »
The Last Look… April 23, 2024 Although strictly independent, and looking at the issue from a purely academic standpoint, the recent paper on pre-Fix hedging by… Read More »
$7.5 Trillion: FX Gets a New Benchmark October 27, 2022 The Bank for International Settlements (BIS) has released the long-awaited 2022 Triennial Survey of FX Turnover showing average daily volume… Read More »
