March 09, 2015 BY Andrew Saks-McLeod

Lower volumes really are worse than black swans: Saxo Bank considers reversing high margin requirement

Yesterday, LeapRate posed the question as to what is worse; a single black swan event, or a period of low volumes? Today, Saxo Bank considers reversing its decision to raise margin requirements on CHF trades after a 37.5% drop in trading activity in February as the industry begins to consider the dichotomy between single events that cause extreme volatility and prolonged periods of low volumes

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