Tom Osborn
Editor, Risk Benchmarking
Tom is Risk.net's Benchmarking editor, responsible for editorial projects that help firms measure their performance against one another and share best practice. He was the launch editor of Op Risk Benchmarking, Risk Scenarios and the Quant Finance Master's Guide. He was previously desk editor for 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.
Tom holds a bachelor’s degree in English literature from the University of Warwick, UK.
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Articles by Tom Osborn
EU-US trade talks won't tackle swaps reform – Risk.net poll
Roughly two-thirds believe trade talks would help fix swaps problems
Swap data deadlock could be fixed in months, DTCC hopes
Bill gives US Senate the chance to kill off Dodd-Frank indemnification clause
One trade a day is not a liquid market, Isda argues
Industry body says 15-40 trades per day should be rough benchmark of liquidity for Mifid
Scotland secession: would UK CDSs be affected?
Analysts split on crucial questions for CDS protection holders
Bank rules would be stricter if UK left EU, says Bowles
Former MEP says UK would have "blindly copied" text of Basel III
Scotland secession unlikely to split UK CDSs, analysts say
No ambiguity in 2014 contracts, but questions exist over 2003 vintage
Esma still unable to access US repository data
Restriction could impact risk monitoring and liquidity definition
Industry nervy as Esma faces Mifid liquidity challenge
Discussion paper asks 139 questions on new transparency regime
Get real: asset managers ditch swaps for loans
Margin liquidity risks behind demand for physical, long-dated assets
Nasdaq OMX NLX: access all areas
Futures open interest will follow cleared swaps, says Charlotte Crosswel
Swap futures no threat to brokers – Icap Sef chief
Paulhac says CME swap future is being pushed as a margin-light product for clients
QCCP stand-off could hurt EU banks, says CME's Taylor
European members of non-EU CCPs face "capital cliff"
EU-US split here to stay, exchange heads fear
Eurex's Preuss and CME Group's Gill warn on regulatory asymmetry
Global work needed on swap data – US Treasury official
Regulators struggling to use fractured reports, says OFR's Mosser
Transatlantic swap liquidity split persists – Risk.net poll
US rules have broken the swap market in two, according to 60% of respondents to a poll
SwapClear dealers cede control as CCP seeks Emir approval
Clearer’s founding banks – OTCDerivNet – no longer have powers of direction
"Worst trade of all time" pits Santander against Portuguese client
Interest rate swap with €79 million notional is nearly half a billion euros underwater
CME Clearing Europe: Scale will count, says Betsill
New chief exec prepares for "intense" European clearing fight
Collateralisation jumps by a fifth - Isda margin survey
Corporates lag other participants; less than a third collateralising
Euro swaps flee Sefs
Isda research finds Sef-driven liquidity split, with US dollar volumes growing and others shrinking
Wider clearing scope will create risk, warns Goldman exec
Industry would struggle to hedge risk following a dealer default, says Goldman's Frankel
End-users believe Sefs will hurt swap market – Isda survey
Requirement to use new trading platforms will make market more costly, less liquid, end-users say
Counting the cost of reform – Isda end-user survey
Systemic risk is down, but not due to G-20 reforms, say end-users
Nasdaq OMX to decide on forex clearing by mid-2014
Clearer is talking to banks about possible service