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.
Isda AGM: dealers fear pre-trade transparency could lead to front-running of hedges
Isda AGM: Mitsubishi UFJ Group CEO also sounds warning on sovereign risk weights and CVA
Shirakawa warns binding leverage ratio could harm banks' risk management practices
High cost of downgrade triggers forces Dutch bank to use alternative hedge
Derided pricing adjustment is being used to undercut competition, traders claim
Leap in initial margin will cut CVA, FVA and KVA, but generate new funding effects
Clients complain of six-fold hike after rates volatility hits dealers' par swap hedges
Beijing-based supranational expected to be heavy swaps user
SA-CCR is mooted successor to 27-year-old CEM, but sensitivity may count against it
Basel group split over how to reflect European plans for 'simple' securitisations
Regulators get "no meaningful data" from reports, argues FIA Europe head
Pimco: price gap is now “material”; Eaton Vance says lowest cost is key factor