Articles by Duncan Wood
Margin D-day, US repo and CTAs go OTC
The week on Risk.net, August 26–September 1, 2016
Barclays names Portney as investment bank CFO
Ex-clearing exec had also been equities CFO in long JP Morgan career
Barclays loses top clearing exec
Industry has seen string of departures from senior clearing roles over past year
The P&L attribution mess
FRTB model approval regime dogged by confusion and controversy
Details of vital FRTB model test still up for grabs
Banks argue valuation adjustments should be left out of the model approval process
Brexit clauses put brakes on big UK property loans
Collapse in sterling expected to see in-flight deals renegotiated
Standardised CSAs: no longer a matter of choice
Dealers again seeking simpler terms after 30% drop in non-cleared notionals
Strength turns to weakness for old OTC market
Non-cleared notional falls $36 trillion as costs and complexity grow
Careless whispers have a cost
CFTC redefines insider trading for the swaps market
Sympathy for the Dimon
A lack of confidence is hobbling bank stocks – and the implications go beyond valuations
Isda chair on twin threats facing OTC market
Capital a “sword of Damocles”, says Litvack; cleaner CSAs will fix valuation woes
Crying wolf on CVA?
Standardised approach will hit corporates – but it's not clear that capital will jump
Voltaire Capital and the prop shop that changed its spots
London-based start-up joins liquidity contest via buyout of Chicago HFT firm
How many ways to win in swaps?
Citadel's success – and talk of swap desk spin-offs – suggest era of greater diversity
How FVA saved the cross-currency swap
Funding benefits have slashed pricing for some uncollateralised trades
A risk-based performance pipe dream?
Content provided by IBM
Collateral or settlement: capital cut rests on role of VM
Questions about status of variation margin are more than semantics
ETF Risk European Rankings 2015: Test of endurance
Holdings of ETFs have increased in past year but pace of growth has slowed
Risk management: different industries, different drivers
Energy firms get wise on credit risk; asset managers tackle op risk
Fundamentally fraught: the chaotic last weeks of the FRTB
Quick fixes should have no place in a sweeping three-year reform project
7 days in 60 seconds – FRTB, clearing and TP Icap
The week on Risk.net, November 27-December 3, 2015
The changing face of Risk.net and our magazines
Extensive reader consultation has helped us reshape editorial teams and our site
‘There’s room for two’: reactions to Tullett/Icap deal
Hard work – and risks – facing voice specialist, say dealers and brokers
Phizackerley on Icap deal: 'I believe in voice'
In swap markets, bank efficiency drive has its limits, says Tullett CEO