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BOE’s FX Head Calls Out Hedge Funds for Ignoring Global Code

The Bank of England logo. (Hollie Adams/Bloomberg)

(Bloomberg) -- Financial regulators may soon pressure hedge funds and trading venues that haven’t signed the FX industry’s global code of conduct to finally do so, a Bank of England official said.

Philippe Lintern, the head of the central bank’s currency division, pointed to the approach taken by the Bank of Mexico, which requires market participants to either confirm their adherence to the FX Global Code or otherwise justify in writing their decision not to. This line of action will “become more appealing” in the absence of more widespread adoption, Lintern said in a speech.

“There are many hedge funds that are large, sophisticated participants in the FX market, and yet virtually none have signed up to the Code. Why not?” Lintern said. “Likewise, there are hard questions to be asked of trading venues that choose not to adopt the Code or seek to remain unregulated.”

The FX Global Code was introduced in 2017 following market-rigging scandals that triggered multi-billion dollar fines and shook public faith in international finance. It set outs principles that look to stamp out misconduct and offers guidance on potential conflicts of interests, anonymous trading platforms and algorithmic-execution models. 

While the group that oversees it is increasingly reaching out to buyside firms to encourage adoption, Lintern noted they currently make up just 10% of total market participants who have ratified the Code. That’s an uneven distribution that “raises questions about having a level playing field and risks the trust in our market,” he said.

The Foreign Exchange Professionals Association, an industry group, said in October the latest proposed changes to the Code are “overly prescriptive.” The amendments include enhanced data disclosure on trades, with the revised Code due to be published at the end of the year.

Lintern also used his speech to once again highlight the need for action to ensure FX trades settle safely. The idea is to reduce so-called Herstatt risk, named after the German bank that failed to pay its part in currency deals when it collapsed in 1974.

CLS, the world’s largest foreign-exchange settlement firm, was founded in 2002 to try to reduce settlement risk. Yet its so-called same day payment-versus-payment system does not include all currencies, with many emerging market transactions left out.

“Unfortunately, the mitigation of FX settlement risk has not kept up with the growth and development of the market,” he said. “A common issue is that counterparties agree settlement methods when they establish a trading relationship and never revisit those decisions. That needs to change.”

(Updates with FXPA feedback in sixth paragraph.)

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