IMF warns of liquidity risks in the 9.6 Trillion dollar FX Market

LONDON (Reuters) -Financial institutions that dominate the $9.6 trillion currency market should hold the necessary liquidity and capital buffers and run enhanced stress tests to prevent disruptions to the financial system, according to an International Monetary Fund report released on Tuesday.

“Although stress testing and systemic risk monitoring have advanced, the role of FX markets as a conduit for risk transmission and cross-border spillovers remains underappreciated,” the IMF said in one of the chapters of its semi-annual Global Financial Stability Report.

“Enhancing FX liquidity stress tests is essential to assess the sectoral resilience to funding shocks,” according to the IMF.

DERIVATIVES ADD TO VULNERABILITY

Global banks have significant dollar exposure in their balance sheets, making them vulnerable to potential funding shocks. The increasing involvement of non-bank financial institutions and growing trade in derivatives “may also raise the global FX market’s vulnerability to adverse shocks,” the IMF said.

https://money.usnews.com/investing/news/articles/2025-10-07/imf-warns-banks-and-supervisors-of-liquidity-risks-in-9-6-trillion-fx-market