Articles by Lukas Becker
Cboe pushes to harmonise equity options specs
Standardisation of expiry times and dates will boost European markets, exchange exec says
Fed official: SLR tweaks likely unbundled from Basel III
Isda AGM: Complexity of the endgame proposals mean any leverage ratio changes will probably be proposed separately
APG upbeat on sustainability derivatives despite setbacks
Isda AGM: Dutch pension fund manager’s chief executive believes instruments have room to grow
Hedge funds burned as Hong Kong dollar bets implode
Carry trades and call spreads unwound after Trump tariffs pushed spot to edge of currency peg
Yen rates losses from tariff volatility top $1 billion
Pay fixed, curve flattener and vol steepener positions were hit hard as yields swung wildly
Inside the week that shook the US Treasury market
Rates traders on the “scary” moves that almost broke the world’s safest and most liquid investment
Patience pays off for XVA desks in wild week of tariff swings
Dealers avoided knee-jerk reactions that could have caused credit spreads to widen further
Fed’s Bowman to ‘prioritise’ SLR exemption for US Treasuries
Reinstating Covid-era relief is a ‘no brainer’, dealers say, as bond markets reel from tariff chaos
Trump tariffs turn swap spreads into ‘pain trade’
Hedge funds bet big on Treasuries to outperform swaps. The opposite happened.
For US Treasury algos, dealers get with the program
Four banks now offer execution algos on Bloomberg, with plans to go further, faster
Hedge funds flock to US swap spreads on SLR easing talk
‘Trade of the year’ sees investors position for shrinking negative basis as Treasuries predicted to outperform swaps
AI ‘lab’ or no, banks triangulate towards a common approach
Survey shows split between firms with and without centralised R&D. In practice, many pursue hybrid path