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02 December 2022

BIS Quarterly Review, December 2022


Triennial Survey results uncover shifts in trading activity in global foreign exchange and over-the-counter derivatives markets and identify risks;

The post-Libor world: a global view from the BIS derivatives statistics

Authors:  Wenqian Huang and Karamfil Todorov

The transition from Libor to "nearly risk-free" rates (RFRs) has led to structural changes that have reshaped the trading and hedging behaviour of participants in fixed income markets.

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The global foreign exchange market in a higher-volatility environment

Authors:  Mathias Drehmann and Vladyslav Sushko

Turnover in global foreign exchange (FX) averaged more than $7.5 trillion per day in April 2022 amid a volatile market environment.

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The internationalisation of EME currency trading

Authors:  Julián Caballero, Alexis Maurin, Philip Wooldridge and Dora Xia

The participation of non-residents in foreign exchange (FX) markets for emerging market economy (EME) currencies has increased to the point where these markets are almost as internationalised as those for advanced economy (AE) currencies.

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Dollar debt in FX swaps and forwards: huge, missing and growing

Authors:  Claudio Borio, Robert N McCauley and Patrick McGuire

FX swaps, forwards and currency swaps create forward dollar payment obligations that do not appear on balance sheets and are missing in standard debt statistics.

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FX settlement risk: an unsettled issue

Authors:  Marc Glowka and Thomas Nilsson

FX settlement risk, the risk that one party to a currency trade fails to deliver the currency owed, can result in significant losses and undermine financial stability.

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© BIS - Bank for International Settlements

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