Articles by Natasha Rega-Jones
UK funds fall out of love with sterling swaps
Lower yields, Libor transition and margin rules help make gilt repo the desired hedging tool for LDI funds
People moves: facing the funds fallout music, CS changes chairs, and more
Latest job changes across the industry
Calls grow for more oversight of ESG ratings
Current metrics are too fragmented and should have regulatory oversight, panel argues
OTC FX options market gears up for faster electronification
Share of electronic trading remains low but host of factors promise to change that for good
Has Covid stopped the clocks on FX timestamp efforts?
Budget reallocation may not be the only factor stalling standardisation progress, say participants
Banks boot up next-gen FX hedging bots
Automated FX hedging can save money and time, proponents argue. But corporates have qualms
Cherry-picking fears as banks pull negative rates commitments
As UK mulls negative rates, banks desert Isda protocol and traders warn of gaming the system
Isda fallback protocol sees healthy take-up
Some hedge fund holdouts remain amid 12,000 signatories
People moves: new op risk head for Deutsche, NatWest loses inflation execs, and more
Latest job changes across the industry
Fears EU’s ‘tough legacy’ fix could tie risk managers’ hands
Proposal bans use of replacement rate in new products, which some fear could hamper hedging and novations
EU benchmark drama set for cliffhanger end
Access to key FX rates due to be decided six months before potential cut-off
Margin rules snare FX options users
US banks forced to post margin on ‘naked’ trades, with buy-side firms soon to follow
SOFR credit debate is “hindrance” to corporate transition
Libor Telethon 2020: NACT chair calls for clear path towards SOFR adoption before 2023 switch-off
Strike a pose: deal contingents back in vogue after mid-year slump
M&A revival breathes life into deal contingent trades, but elevated risk keeps prices high
Banks explore ESG-linked deal contingents
Trend for tying derivatives to ethical criteria could soon extend to deal contingent hedges
Funding pain prompts calls to rehome FVA
Dealers push to move derivatives funding costs out of P&L following March’s outsize losses
Unsettling times: why is settlement risk on the rise?
Regulators and market participants searching for answers after BIS figures show substantial increase
People moves: SocGen’s Saffon Japan-bound, Citi promotes Rafi, and more
Latest job changes across the industry
Liquidity test clouds Ibor switch accounting rules
IFRS 9 update will lead to hedge accounting breakdown if new rates markets lack depth
The FX swaps client clearing comeback
Chatter about the service is picking up again, but significant hurdles remain
CVA desks arm themselves for the next crisis
March’s volatility forces dealers to fine-tune hedging strategies
Negative Euribor-Eonia spread tipped to persist
Supply and demand dynamics in unsecured market set to continue, pushing Euribor lower
Dealers eye model change to cure CVA capital headache
With hopes of EU regulatory carve-out fading, some banks are taking matters into their own hands
People moves: Citi clearing head Kemp retires, Sapcanin made CRO of European markets, HSBC GAM hires Axa’s Leon, and more
Latest job changes across the industry