Articles by Duncan Wood
Revealing the secrets behind RWA vanishing tricks
A weighty issue
Risk USA: Citi hopes to revive crisis derivatives product as ETF
Liquidity hedge plan was shelved after Risk article generated criticism. Now it's back, but as an exchange-traded fund
Risk USA: 'Futurisation' trend could hurt Sefs, says CFTC's Chilton
Sefs could lose out if OTC trading volumes move into listed products, says CFTC commissioner - but he is "comfortable" with decision to approve the CME's new swap future contract
Risk USA: Buy-side firms rail against European short-selling bans
Rule changes have forced firms – including DE Shaw – to stop trading some equities and credit default swaps
Risk USA: "We needed to run a simpler bank," says UBS risk manager
Capital pressures that drove UBS out of fixed income could force other banks to follow suit, says market risk head – and names Société Générale and BNP Paribas as examples
Going vertical: Dealers mimic futures exchanges
Vertical rush
KDPW_CCP: Trying to find a niche in OTC clearing
Finding a niche
Rule changes make it harder for small firms to use CCPs - Risk.net poll
Esma's decision to make indirect clearing an optional service could leave smaller firms without clearing access, according to a poll of Risk.net readers
CFTC’s clearing timeline prompts backloading "meltdown"
A re-reading of the CFTC's phase-in rules for central clearing is prompting alarm among buy- and sell-side firms
Responding to the eurozone crisis
The cutting crew
CME’s new swap future uses Goldman Sachs patent
Licensing agreement could be worth up to 20% of revenues from patented contract, and is seen as an attempt by Goldman Sachs to hedge its bets as new rules threaten OTC market profits
Putting the fun in funding valuation adjustment
The fun of FVA
Q&A: Christian Clausen on bank capital, systemic risk buffers and bail-in debt
Hitting the buffers
Writing love letters to models
Love letters to models
Profile: Credit Suisse's de Boissard on capital efficiency, Basel III and bank strategy
The adjustment bureau
