Lukas Becker is the derivatives desk editor for Risk.net. His topics of interest include over-the-counter derivatives pricing, collateral management, market infrastructure and legal risk. He is based in London.
He was previously the Europe, Middle East and Africa editor of Risk magazine.
Increasing alignment between CNH and CNY benchmarks opens door to more cross-currency hedging by foreign lenders
Renewable energy supplier applies long-term ESG KPIs to short-term FX trades with Barclays and NatWest
Interview: oil giant puts up to 50% of spot flows through algos, explains FX head Michael Dawson
Three US banks suffer combined loss of almost $2bn after rates and funding double whammy
Interview: UK power giant uses option selling – and other tactics – to create hedging headroom
Redress scheme for victims of post-Libor valuation change may fail due to “cherry-picking” fears
Coronavirus outbreak and recession fears trigger frenzied trading in USD/JPY options
Options traders saw odd quotes by US bank months before losses were publicised
With the fallback possibly illegal in some EU states, loan system updates may become more complicated
Switch planned for Q2 of 2020, with a single cash payment to correct value transfers
An estimated $60 billion of structured notes are at risk of being called before year-end