Robert Mackenzie Smith
Robert Mackenzie Smith is a New York-based staff writer on the investing desk for Risk.net. His topics of interest include electronic trading, market infrastructure and Tottenham Hotspur Football Club.
He previously worked as a senior reporter at FX Week.
New York-based volatility fund had close ties to defaulted prop shop Ronin Capital
Intermediation broke down after off-the-run bonds were dumped on banks
Costly compliance effort will be to no avail if CFTC relief expires in June 2021
Probe into possible “abuses” of CFO structure could hit wider investments, experts say
Fears of a cash-crunch hang heavy despite Fed’s repo giveaway and move to term funding
Risk USA: leverage constraints remain, even after massive injections of emergency liquidity
Risk USA: Libor transition head says SOFR is more stable than the rate it is set to replace
At T. Rowe Price, a top quant is tired of SOFR being “yanked around by the liquidity premium”
A backward-looking SOFR rate will reduce the asset-liability mismatch that sank CLO equity in 2018