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FX Markets - Buy Side Addresses Issues with Transaction Cost Analysis in FX Swaps & Forward Markets

Date 21/10/2021 |

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With client-specific credit risks affecting prices, and the mostly bilateral nature of the market, transaction cost analysis (TCA) is proving to be more difficult for FX swaps and forwards compared to FX spot rates. Nathan Vurgest, Head of Trading at Record offers his thoughts on this increased complexity by discussing the variety of factors at play in this process. With more asset managers trying to conduct their own TCA using a wider range of software, platforms and methodologies, electronic trading of FX swaps and forwards is being put forward as a potential solution to this issue.

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