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German watchdog sees disturbing evidence in forex probe

Published 20/05/2014, 13:01

By Thomas Atkins and Jonathan Gould

FRANKFURT (Reuters) - Germany's financial watchdog has discovered clear evidence that reference currency rates were manipulated by some market participants, but said international investigations into the matter were far from over.

Regulators globally are looking at traders' behaviour on key benchmarks, spanning interest rates, foreign exchange and commodities. Eight financial firms have been fined billions of dollars for manipulating reference interest rates, and the probe into the largely unregulated $5.3 trillion-a-day (3.1 trillion pounds) foreign exchange market could prove even costlier.

Watchdog Bafin's head of banking supervision Raimund Roeseler said discoveries made so far in the forex probe were worrying but the investigation required much more time before reaching any final conclusions.

"There were clearly attempts to manipulate prices, that’s what was disturbing," Roessler said on Tuesday at the regulator's annual news conference, adding market participants had attempted to manipulate daily fixing rates for a number of different currencies.

"It’s not the really big currencies, not the dollar/euro, but several currencies were involved. It was not only the really small ones,” he said, noting the Mexican peso was one of the currencies involved.

"This is a subject that is going to be with us for a long time ... we’re not going to be done in 2014 but hopefully before 2018," Roessler said.

Benchmark foreign exchange rates, often referred to as fixes, are essential to global financial markets and are used to price trillions of dollars worth of investments and deals. They are relied upon by companies, investors and central banks.

Roeseler said Bafin had requested many German banks conduct internal investigations as part of the probe into currency rates. But there was no evidence so far of a pattern of senior bank managers directing more junior staff to act improperly, he said on the sidelines of the conference.

Deutsche Bank AG, Germany's largest bank and the world's largest forex trader, is the country's only bank known so far to be involved in the currency probe. The bank has said it is conducting its own internal probe and is cooperating with authorities.

CLEAR EVIDENCE

Roessler said he expected to conclude a separate, long-running investigation into the manipulation of reference interest rates during the summer.

Bafin will hand over responsibilities for supervising Germany's top 24 banks to the European Central Bank (ECB) in November.

"We should be done with it before the ECB is ready (to take over)," Roessler said. The regulator had clear evidence that there were efforts to manipulate reference interest rates but it remained unclear whether those efforts were successful.

"We have some evidence of people trying to move the market in one direction and they succeeded in doing precisely the opposite," he said. "They shot themselves in the foot."

In separate comments about banking stress-test scenarios being prepared by the ECB and the European Banking Authority, Bafin President Elke Koenig said these would prove very demanding for some participating German banks.

But the ECB's balance-sheet health check, known as the comprehensive review, was not expected to yield big surprises for the 24 participating German banks, she said.

"The base-case scenario in the stress tests shouldn't yield any negative surprises," Koenig said. "I cannot rule out, however, that the adverse stress scenarios will prove very demanding for some banks."

Deutsche Bank on Sunday unveiled plans for an 8 billion euro (6.5 billion pounds) share issue designed in part to strengthen its balance sheet ahead of the stress tests, which are expected to conclude in October. But Roessler said Bafin did not put any pressure on the bank to carry out that capital increase.

The bank health checks are being led by the ECB before it becomes the top banking regulator in the euro zone in November. Many of the 128 participating banks have been reducing risky assets and increasing regulatory capital ahead of the exam.

In January, Koenig warned that some participating German banks may face a capital shortfall in the stress tests.

(Editing by David Holmes)

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