Liquidity hedge plan was shelved after Risk article generated criticism. Now it's back, but as an exchange-traded fund
Sefs could lose out if OTC trading volumes move into listed products, says CFTC commissioner - but he is "comfortable" with decision to approve the CME's new swap future contract
Rule changes have forced firms – including DE Shaw – to stop trading some equities and credit default swaps
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More Duncan Wood articles
Capital pressures that drove UBS out of fixed income could force other banks to follow suit, says market risk head – and names Société Générale and BNP Paribas as examples
UBS to chop Sfr90 billion from investment bank RWAs as it refocuses on capital-light businesses; Ivan Ritossa to leave Barclays - Bommensath steps up; Loh Boon Chye lands top Asia-Pacific markets ro...
Esma's decision to make indirect clearing an optional service could leave smaller firms without clearing access, according to a poll of Risk.net readers
A re-reading of the CFTC's phase-in rules for central clearing is prompting alarm among buy- and sell-side firms
Markets group at Deutsche gets new cross-asset electronic trading unit, led by Zar Amrolia; Knight Capital responds to rogue algo loss by naming new CRO; listed derivatives co-head leaves Morgan Sta...
CME Group is a big, successful company – too big, according to some. Speaking to Risk earlier this year, Michael Spencer, the chief executive of interdealer broker Icap, called it a monopoly and said...
The FVA debate continues
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.