- Et tu, Lib Dems? [Update]
- Deutsche Bank derivative dumbness
- Presented without comment
- The quality of chart needed to raise $2m in an ICO
- The fall and rise of nations
- Why chartcrime has destroyed the blockchain
- Happy birthday bitcoin. Your gift: a log chart in The Times
- Chart crime as a measure of crypto-desperation
- Creative destruction concerns
- Wage brain
- Et tu, Beto?
- Charts and misdemeanours
- Deutsche Bank and the thin blue line
- The crypto periodic table (sigh)
- Wot is colour
- Wot is gravity
- Pie in the sky
- Some help please
- The Woz and the crypto wonga
- The crypto Buffett lunch has been postponed. Lucky Warren Buffett.
- A $100m ICO being sued by the SEC wants more of your money
- A crypto Buffett lunch is on the cards. Poor Warren Buffett.
- LGC-Coin fights back against the Financial Times
- Introducing the “exit coin” for the luxury sector
- A failed ICO is trying to flog itself on eBay
- Parliament gets it, crypto-currency bunkum edition
- The ICO whose team members are literally cartoon characters
- The London School of Cryptonomics
- Intel's disruption, and the problem with every token pitch
- Buy SEC tokens! Now!
- Crypto “hedge fund” update
- The CryptoMillionsLotto
- We ran away with your bitcoins!! LOL, JK
- About that Petro
- Michelle Mone brings a touch of the avant-garde to finance
- Conservative peer stakes her name on a crypto offering, just as the market crashes
- Crypto market put on notice — yet again
In reality, exposes commodity-backed crypto coins are just commodity ETFs in disguise.
The latest BIS quarterly review notes that last year’s US MMF reforms didn’t squeeze the international dollar funding markets as many had feared. To the contrary, they initiated a pathway to new dollar funding sources — taking non-US banks’ aggregate US dollar funding levels to all time highs in the third quarter of 2016.
Could the collapse of covered interest rate parity be the harbinger of even stranger things to come ? At the heart of the issue is how on earth the interest rate differential between two currencies in the cash money markets is no longer equal to the differential between the forward and spot exchange rates.