Tom Osborn is the desk editor of Risk.net’s risk management coverage. Prior to joining Risk, he reported on the futures and foreign exchange industries for Dow Jones' Financial News and the Euromoney group of publications.
Tom holds a bachelor’s degree in English literature from the University of Warwick, UK.
The Lehman crash still haunts the margin models of LCH, CME and Eurex, albeit in different ways
Focus on personal liability makes risk committees a more effective challenge, say banks
Recent guidance on stress-test models could be expanded, says BoE exec
OpRisk North America: Swiss bank has taken action to prevent a repeat of costly missteps
No explicit ban in parliamentary text; banks say method could spark exodus from stricken CCPs
Clearers welcome move to free up excess cash margin and remedy ‘double-dipping’ complaints
Bank trying to mitigate impact of draft Federal Reserve rule change on clearing business – others are said to be doing the same
Senior Managers Regime is helping BoE identify cultural weaknesses at individual firms, says governor
Machine learning being used to build challenger models for model validation