Articles by Duncan Wood
Risk Middle East: Industry-wide stress tests to become part of life, says CBB
A new focus on tail risk is making stress testing a key tool for banks - and also for their regulators.
Risk Middle East: CROs face communication challenges
Senior risk managers seek more influence with business lines and top management
Risk Middle East: banks will go "back to basics," regulators warn
"You can't leave the monkeys in charge of the bananas," supervisor argues on opening day of conference.
European Parliament sets up future Basel III flashpoints
European Parliament sets up future Basel III flashpoints
Hong Kong hoping for LCR work-around, says HKMA’s Kemp
Liquidity coverage ratio as it stands will cause problems for Hong Kong banks, says head of banking policy at the Hong Kong Monetary Authority
Are there enough liquid assets to satisfy regulations?
Grease is the word
DMOs to Basel Committee: leave our bonds out of your buffers
New rules mean banks will have to load-up on government debt, but one apparent beneficiary - debt management offices - are against the idea
The impact of regulation on the global OTC market
Three web seminars – in Hong Kong, London and New York – exploring key changes in international OTC derivatives regulation from a regional perspective
City of London lobbies Treasury to defend UK's influence in OTC derivatives
Expert paper calls on HMT to ensure EU legislation on clearing and reporting doesn't damage London's dominance or inhibit market activity in particular asset classes.
The tail that wags the dog
The tail that wags the dog
CPM desks split on whether to reap windfall on hedges
The value of hedge books was hugely volatile during the crisis, forcing loan portfolio managers to think carefully about whether to monetise their gains. Those who chose not to saw windfall profits wiped out in a matter of weeks – but there’s still…
Banks gear up for client clearing
A clear choice
Faith shaky as market awaits flash crash report
Mutual funds pulling money out of US stocks amid fears of gaming by HFT investors
Basel's new 7% equity capital minimum met with relief
Basel's new 7% equity capital minimum met with relief
Basel liquidity rules hit fresh objections
A reworking of part of the liquidity coverage ratio is rejected by the Basel Committee
Middleware at fault for Barclays clearing break
Middleware at fault for Barclays clearing break
Basel III: Banks fret about return on equity
Investors could shun bank equity if higher capital levels cause returns to slip
HFT quote bombardment blamed for flash crash in May
High-frequency trading firms accused of attempting to overwhelm market infrastructure.
The battle for retail depositors
The battle for depositors
ETFs under the spotlight amid high correlation
All together now
Risk Australia Spring 2010
Battle of the boards
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 sovereigns refuse to budge, they will have to accept…
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 that is some way off, so they’re cooking up bespoke…
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