BNPP ups efforts to weed out skew sniffers | Foreign exchange Information
French bank deploys skew sensitivity algo to help determine predatory behaviour
BNP Paribas has been taking the battle in opposition to the abuse of skews to a new degree, placing out a combine of random skews and utilizing artificial intelligence (AI) to dynamically determine dangerous actors that they’ll cut off from future helpful pricing.
Info round pricing skews is valuable to liquidity suppliers. When a vendor is axed to trade a explicit aspect of a currency, it could skew its pricing – that’s, transfer both the bid or the offer nearer to the market’s mid – to make it more interesting.
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