BoE paper tackles big data on Swiss franc de-pegging
Economists draw on trade repository data in new study
Researchers at the Bank of England have turned to new sources of data emerging from European reporting requirements to investigate the dramatic "de-pegging" of the Swiss franc in January 2015.
A team of economists draws on the big data compiled by trade repositories to gain insights into markets during the time of the shock, in a financial stability paper published on January 6. Their work also sheds light on "previously unexplored" features of the foreign exchange derivatives market.
The paper
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