Kris Devasabai is the New York-based editor-in chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.
Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.
Regulator says more information is needed to fully understand the risk of cleared trades
Implied credit charges could triple under one approach being field-tested by regulators
Markets head Michelle Neal says firm has “big responsibility” after JP Morgan’s tri-party repo exit
US regulators ask banks to assess cross-dependencies of models – prompting some to employ network theory
TD Securities says combining teams has allowed rapid rollout of platform for risk and P&L management
Some firms forced to watch from sidelines as voluntary clearing of single-name CDSs takes off
Foreign dealers may be here today, gone tomorrow
UK-based firm’s four macro funds hit by equity index and sovereign debt losses
Regulatory arbitrage fears stall clearing mandate for CAD swaps in Canada
Bank traders who leak information about derivatives trades to hedge funds could face charges, CFTC officials say
Models “play an important role in quantifying risk”, says OCC's Beth Dugan
Firm is first non-bank on Bloomberg, but primary dealer catch means it cannot join Tradeweb
Quant Congress USA: data shows stable liquidity for clearable CDSs, official claims