Articles by Duncan Wood
Basel split over NSFR impact on repo, says SEB exec
"It's quite clear there is a US camp and a European camp," capital head tells conference
Esma frontloading fix leaves risks, dealers warn
UK MEP Bowles hoping for "constructive response" from EC
In-depth introduction: Interest rate risk
Banks, insurers and others all share a problem: anticipating rising rates
Scott O'Malia, it's your fault
Swaps markets have fragmented, and the CFTC commissioner accepts regulation is to blame
Pimco weighs use of interdealer order books
Fixed-income giant ‘looking at all possible venues’ in search for liquidity
Barclays' Harrison calls for phased start to clearing in Europe
Staggered roll-out was key to success of clearing rules in US, says securities co-head
Frankel: new QIS needed to avoid pro-cyclical margin
Future crisis could see non-cleared swap margin double, says Goldman exec
Baskets will suffer in trading book regime, warns HSBC exec
Capital charges will be ‘very difficult to explain’, conference hears
Models could lose appeal under new trading book rules
Rise of standardised approach would be 'a loss for the banking industry'
Isda AGM Roundtable: What OTC reform means for end-users
Isda directors warn on fragmentation, access and liquidity - but expect problems to pass
Isda AGM supplement: Challenges for end-users
Corporates and others frustrated by swaps reforms and higher costs
FVA is looking more like a pet than a monster
Auditors are allowing banks to sidestep problems
DTCC did not anticipate client 'avalanche', says Broderick
Repository has apologised to clients caught in Emir reporting backlog
Q&A: Sandy Broderick, DTCC, on the Emir reporting avalanche
Surge in customer numbers caught the repository out, CEO admits
Learning to share the swap market
Asset managers, hedge funds and proprietary trading shops all want access to platforms that currently serve dealers only - a test for rules on impartial access and, potentially, the start of a long-awaited revolution in over-the-counter markets. By…
OTC break-up may reverse - but only if rules mesh too
Nailing down mercury
Pension funds and the collateral crisis
Rising interest rates could leave pension funds facing huge margin requirements, creating an acute liquidity crisis
In-depth intro: Risk management
From Berlin to Birmingham, risk functions are increasingly relying on low-level number crunchers in low-cost locations
Why collateral research misses the point
There may be an aggregate collateral surplus, but pension funds and other firms that would face big margin calls in a rising-rate environment are not reassured
FCMs stunned by $1.75 billion client buffer at Credit Suisse
Swiss bank is tying up too much capital in immature business, rivals claim, after new NFA data shows it to be an outlier
CME threatens to flee US as regulators challenge liquidity of US Treasury collateral
US CCPs may need committed funding to count US Treasury collateral as liquid
In-depth introduction: Government bonds
Central bankers and supervisors want to break Europe's bank-sovereign feedback loop. Politicians don't seem so sure
Cross-border OTC reforms: No path forward
Without working European rules, a system of equivalence testing will fall flat
Risk USA: Regulators cannot hide from bank models, says Osfi’s Zelmer
Leverage-only approach would set prudential rules back 50 years, warns senior Canadian regulator