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.
Early mover switches £10 billion of pension liability swap hedges to Sonia
Growth of client repo books could create liquidity crunch, says Grigorios Markouizos
Rivals say French dealer grew business too quickly – with leveraged version of Korean index one source of pain
Sovereign debt agency entices 18 banks into hedging programme, locking in historic low rates on bailout loans
MEPs propose two-year reprieve for Eonia and Euribor if contractual continuity is at risk
UK clearing houses may need to eject EU member positions if BoE scheme is not reciprocated by year-end
Number of trades done via ‘request-for-market’ protocol leaps 510% in past year
First OTC trades include two basis swaps and an OIS trade, with JP Morgan thought to be a counterparty