Articles by Ben St. Clair
Danske Bank hires Alexandre Antonov
Risk’s 2016 quant of the year to join Danish firm from Standard Chartered
Buy side bemoans gaps in EU benchmark register
Missing detail in approved index list could undermine compliance with new benchmarks regulation, investors warn
New inflation calculation clips buy side
Was it a rebasing of the European index, or just a change? Mismatch cost inflation receivers 16bp
SOFR swap surge points to Q2 repo hedging
Strategists say 27 swaps traded last week with July 3 expiries likely to be quarter-end US repo rate hedges
Dealers go quiet on Turkey research
Seven banks have not covered this week’s lira meltdown, following investigation of JP Morgan
Libor fallbacks a low priority for most bond investors
However some securities shunned due to perceived weak legal safeguards
Relationship banking isn’t dead, just different
Some asset managers are pumping banks for liquidity leads. But what can they offer in return?
Dealers suffer in euro rates desert
Analysis shows collapse in swap and bond bid/offer spreads, as traders say business is “unsustainable”
Euro swap bid/offers edge to decade lows
Mifid II and extreme competition raise profitability concerns for euro rates market-makers
People moves: Bank of America names new Apac chiefs, Wilkinson leaves LGIM, Lloyds loses Coutte, and more
Latest job changes across the industry
Lloyds’ head of traded products exits
Christophe Coutte left the UK bank late last year
LGIM’s head of LDI departs
Simon Wilkinson to spend time away from industry; Guy Whitby-Smith takes on duties
Investors bemoan Mifid II best-ex failings
Lack of consistency in data provided by trading venues undermines transparency drive
Fed’s MBS exit surprises some with muted rates vol
Shrinking of huge portfolio led to predictions of vol jump that – so far – has not appeared
FX traders dump short-dated options on Brexit mire
Attention turns to long-dated positions after failed no-confidence vote
Brexit drama muddies water for FX options market
Traders focusing on new dates – and scenarios – after domestic UK criticism of proposed deal