Articles by Luke Clancy
Forex code cold shouldered; Volcker fires up FRTB; Tradeweb trends
The week on Risk.net, December 1–6, 2019
Bad clocks, Ion knocked, Sef-based swaps
The week on Risk.net, November 18–22, 2019
Bad clocks block forex best-ex
To get a good deal in fast-moving forex markets, buy-side firms need to know the time. Some don’t
CCP defaults, Pillar 2 charges and robo-raters
The week on Risk.net, November 11–15, 2019
Repo madness, FRTB and swaptions switch
The week on Risk.net, November 4–8, 2019
French banks, jump-to-default and STS for synthetics
The week on Risk.net, October 28–November 1, 2019
Stress tests, risk-free rates and cross-currency swaps
The week on Risk.net, October 21–25, 2019
Brexit disruption, fire sales and climate risk
The week on Risk.net, October 7–11, 2019
Gaming tests, loss provisions and synthetic Libor
The week on Risk.net, September 30–October 4, 2019
Recovery plans, CFTC equivalence and stress tests
The week on Risk.net, September 23–27, 2019
Insight Investment wary of banks’ last-look claims
Buy side should “team up” in bid for more forex transparency, argues senior trader
Machine learning, Deutsche auction and repo haircuts
The week on Risk.net, September 16–20, 2019
Benchmark reform, LCH-Eurex basis and FX algo fears
The week on Risk.net, September 9–13, 2019
Buy side seeks more clarity on FX trade rejects
Schroders and BoE criticise code mish-mash, as Investment Association presses for standardisation
Esma probes blurry line between FX vendors and venues
Forex liquidity aggregators resemble trading platforms – but are not regulated as such, critics charge
Deep hedging, robot quants and last look
The week on Risk.net, August 5–9, 2019
FSB’s Domanski cool on bail-in debt for clearing houses
Global standard-setter says all clearing participants must be incentivised to manage risk
Rival FXPBs scoop up former Citi clients
BNP Paribas, Deutsche Bank among those taking on clients axed by the US bank, plus others worried they’ll be next
Isda backs regulatory push on derivatives data project
Risk Live: Common standards for trade reporting should be mandatory, argues senior industry representative
Outsourcers, IM delay and machine learning
The week on Risk.net, May 25–31, 2019
Digital forex settlement volume tipped to rise tenfold
DLT platform aims to settle $100 billion of currency trades by year-end
Brexit fear drives futures trades out of London
Transitions via FIA protocol have escalated since January as no-deal concerns mount
US version of SA-CCR could hurt settled-to-market swaps
Capital requirements on a client’s hedged options portfolio could increase by 1,100%
Patchy response to Isda’s back office of the future
Some banks are quiet, while clearing houses seem split on uptake of Isda data standardisation project