Why does the currency market consistently show a larger interest rate differential between the rate for the US dollar and other currencies – watch this short video to find out. Insights provided by our Senior Economist, Erik Norland, using FX Swap Rate Monitor data.

Impetus for change: Will the introduction of SA-CCR provide an industry wide catalyst for behavioral change in FX markets?

“As the market gears up for a new regulatory driver, in the form of SA-CCR, we’ve assessed to what extent the increased adoption of FX futures and OTC FX clearing is motivated by regulatory requirements. From UMR to the implementation of SA-CCR, we look at how the SA-CCR calculation will impact the cost of capital and what this might mean for the further adoption of cleared alternatives for FX FWDs…”

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