ECB calls for gradual approach to HFT regulation

The European Central Bank (ECB) is calling for a restrained approach to high-frequency trading regulation, arguing that more emphasis should be placed on high-frequency quoting.

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ECB calls for gradual approach to HFT regulation

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HFT has long caused consternation among lawmakers thanks to several high-profile incidents, most infamously the May 2010 flash crash which saw the Dow Jones Industrial Average plummet.

But the ECB says that its research suggests that the practice actually dampens volatility on the market during normal times, although it can cause major problems during times of crisis.

The central bank is in no rush to pursue tough new rules, saying that more in-depth analysis is needed to mitigate risks while "preserving the benefits associated with technological progress".

Regulations should be rolled out gradually and there should be "more emphasis on high-frequency quoting relative to high-frequency trading".

This means a focus on kill switches that can be used when there are things such as erroneous trades or excessive volumes. Meanwhile, message throttling, limiting the number of quotes that can be processed, should also be on the agenda.

However, tougher measures such as minimum exposure times or order-to-trade ratios "seem, in light of our study, not yet necessary and should be used with care" because they could hit market liquidity, efficiency and resilience.

Yesterday Germany's Bundesbank took a less favourable view of HFT, issuing its own report on the practice which emphasised the risk of more flash crashes and backing the introduction of minimum resting times.

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