A comparison of FX fixing methodologies

Author:

Oomen Roel C.A.,Muhle-Karbe Johannes

Publisher

Elsevier BV

Reference18 articles.

1. Triennial Central Bank Survey -Foreign exchange turnover in April 2022;References BIS,2022

2. Bloomberg BFIX : Methodology Overview & Planned Oversight;Bloomberg;Bloomberg FX Fixings BFIX Methodology,2016

3. CFTC orders five banks to pay over $1.4 billion in penalties for attempted manipulation of foreign exchange benchmark rates;Barclays to Pay $400 Million Penalty to Settle CFTC Charges of Attempted Manipulation and False Reporting of Foreign Exchange Benchmark Rates,2014

4. Robust benchmark design;D Duffie;Journal of Financial Economics,2021

5. Fixing the Fix? Assessing the Effectiveness of the 4pm Fix;M Evans;Financial Conduct Authority,2018

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