All Questions
Tagged with central-banking fx
3 questions
1
vote
2
answers
360
views
Pricing FX options on pegged currencies
I'm wondering what's the standard (if any) for practitioners to trade volatility on pegged currencies. Is there any specific convention? I'm thinking situations like EURCHF before the unpeg, how were ...
- 370
2
votes
0
answers
568
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Why does change in Sight Deposits reflect Swiss National Bank FX action
I am confused of how the Swiss National Bank's famous FX interventions are reflected in the change in Sight Deposits.
Against the backdrop of the ECB meeting, it is said that the SNB has taken ...
- 469
1
vote
2
answers
153
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Trading a planned drop of FX peg
I've been playing around with ideas (not primarily to make money) about what exactly is going to happen when Czech National Bank will leave the EUR\CZK peg? It's been on for roughly 2.5 yrs as a ...
- 732