Federal Reserve

Published titles in this catalogue:

High-Frequency Trading in FX: Evidence from EU High-Frequency Data

Chaboud et al. · 2014 · Federal Reserve

This book provides an in-depth analysis of high-frequency trading (HFT) in the foreign exchange (FX) market, utilising extensive EU high-frequency data. It examines the implications of HFT on market microstructure, offering insights relevant to traders and technologists alike.

FX
Market microstructure

Stress Testing and Scenario Analysis: Applications to Financial Markets

Daniel Tarullo · 2009 · Federal Reserve

This book provides a comprehensive overview of stress testing and scenario analysis as applied to financial markets. It focuses on the regulatory frameworks and methodologies that underpin effective risk management practices.

Risk management
Regulation