Duncan Wood
HFT quote bombardment blamed for flash crash in May
High-frequency trading firms accused of attempting to overwhelm market infrastructure.
The end for one-way CSAs
Sovereign derivatives users have been able to avoid posting collateral to their dealer counterparties in the past, but pending reforms to bank capital and funding rules are changing the equation. If...
Bespoke solutions for an Islamic CSA
Islamic derivatives users are still getting to grips with a new sharia-compliant master agreement, but some argue the market will be stunted without an accompanying collateral document. Lawyers say...
LCH.Clearnet may offer 'lite' membership to sovereigns
Clearer's plans to create a special membership category for central banks and other sovereigns could undermine CCPs' risk-mutualisation model, rivals claim
Portuguese debt office agrees to post collateral to its dealers
Agency becomes one of first developed-market sovereigns to succumb to dealer pressure as costs of one-way collateral postings grow
Nordic risk supplement
The Nordic countries get lumped together for a variety of reasons – some sound and others less so. They have things in common: lots of coastline, a shared scepticism of the euro and an enduring fondness...
Riksbank's Persson: Making the European financial system safer
Regulators and politicians know what needs to be done to put the eurozone on an even keel and fix the holes exposed by the subprime crisis, says Mattias Persson, head of financial stability at the Sveriges...
Data not judgement required for Nordic banks' Basel approach
Nordic banks want to use the Basel framework’s advanced approach to credit risk capital, but local regulators are insistent that data – rather than judgement – has to be the basis for the calculations...
CDS lessons from the emerging markets
Eurozone politicians are pushing for a ban on naked sovereign credit default swaps (CDSs) – but the eurozone CDS market is relatively young. In emerging markets, where it has a longer history, CDSs...
Banks stress-testing portfolios against sovereign default
The European Union and International Monetary Fund agreed a E750 billion emergency loan package in early May, aimed at averting a sovereign default and wider crisis across the eurozone. Nonetheless...
Topics of interest
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