Articles by Duncan Wood
Corlytics: data reveals least-predictable regulators
Regtech start-up says NY watchdog’s record has prompted banks to retreat
Basel group said to weigh changes to key FRTB test
EC and EBA officials criticise low pass rates for P&L attribution test
UBS to get new market risk head
Internal move sees equities risk chief replace Kasenally, after her move to UBS AM
Welcome to the new Isda – more ambitious than the old one
Swaps body announces aim to expand its role from legal contracts to data and process at annual gathering
FSB asks whether CCPs could become shock-transmitters
Isda AGM: New analysis – due next month – looks at clearing network risks
Swaps market’s health seen as resting on sickly repo
Isda AGM: Panellists warn repo market is risky way to fund swaps margin
VM repapering exercise ‘a swing and a miss’
Isda AGM: Banks picked up big bill but few benefits, says UBS ALM exec
Fear of something worse seen as key to CCP recovery
Forcing banks to pick up defaulted trades is “viable option”, says Fed researcher
OCC seeks leverage ratio relief as liquidity shrinks
85% of CCP’s volumes now short contracts on 20 biggest names, claims risk chief
EBA shelves CVA charge plans after twin defeats
Ongoing rule changes at Basel and EU could allow future bid to end corporate exemption
Q&A: EBA’s Vaillant on Basel IV, FRTB and CVA
Authority’s “key goal” in Basel talks has been to defend risk-sensitive capital framework
EBA plans reboot of FRTB’s P&L test
Authority will explore wider range of options than outlined in CRR text
‘A choreographed ballet’: academics attack CVA
Derivatives add-on rubbished by Cont and Rebonato
Blockbuster banks eye Netflix success
Incumbents have big ideas – but lots of baggage
Basel group shake-up has banks hoping for FRTB changes
Barger and Durand replaced by BoE's Nesbitt; banks want fresh look at P&L test
Start-up looks to break swaps clearing bottleneck
Sernova promises everything an FCM can do – apart from taking risk
HSBC shakes up risk analytics team
Internal memo attributes changes to increased demand for analytics
Thirty years of Risk magazine
Special features will look at the future of bank technology, quantitative research, risk transfer and regulation
DRW, Goldman, Wells Fargo back swaps regtech firm
Droit gets $16m capital boost to support growth of cross-border compliance service
A referendum on clearing
Brexit margin calls show swaps CCPs are relying on funding strength of a handful of banks
LCH under scrutiny after outsized Brexit margin calls
Intra-day calls criticised by banks; FIA working group pushing for change
Netting questions linger in Asia margining rules
Hong Kong set to exempt non-netting trades from margin regime, following Australian position
SGX risk chief urges Asia lobbying push on FRTB
Asian markets could be stifled by “irrelevant” global standards, warns Koh
Swaps market mutation could replace managed change
Banks are finding it harder to control the future of the swaps market – that's no bad thing