  The dynamical behavior of the currency exchange rate after its large-scale
catastrophe is discussed through a case study of the rate of Russian rubles to
US dollars after its crash in 2014. It is shown that, similarly to the case of
the stock market crash, the relaxation is characterized by a power law, which
is in analogy with the Omori-Utsu law for earthquake aftershocks. The
waiting-time distribution is found to also obey a power law. Furthermore, the
event-event correlation is discussed, and the aging phenomenon and scaling
property are observed. Comments are made on (non-)Markovianity of the
aftershock process and on a possible relevance of glassy dynamics to the market
system after the crash.
