Articles by Duncan Wood
To breach or not to breach: Mifid II and the reporting wrangle
Rules double down on existing clash with national privacy laws
JP Morgan and UBS compress forex books via start-up
NYC-based LMRKTS first broke cover two years ago; third bank participant is unknown
Supervisors need to understand XVAs – OCC official
Benhart confirms OCC examiners are looking at valuation adjustments
O'Malia: US margin splits ‘very difficult’ for OTC market
Isda CEO criticises clashing rules on bilateral margin
Competition is saving end-users from euro swaps price hikes
Swap dealers are often described as a cartel; right now, they are not acting like one
In-depth introduction: Japan
Senior officials at the BoJ and JFSA speak to Risk.net about QE, Basel III and more
CCP basis and the future of cleared swap pricing
Dealers predict "more granular" pricing for cleared trades, after CME-LCH basis blow-out
Courting the AIIB: dealers eye development bank “goodies”
Beijing-based supranational expected to be heavy swaps user
Canada to collateralise cross-currency swaps
Finance ministry hopes two-way CSAs will cut costs and risks on hefty swaps flows
GFMA, IIF, Isda plan liquidity lobbying push
Draft report urges regulators to consider impact of FRTB and FTT on markets
Bail-in: why derivatives are in scope, but out of bounds
Analysing early termination costs - and the risks of contagion - will be tough
Standardised approaches: the risks of reform
Comparing modelled and standardised capital may raise more questions than it answers
In-depth introduction: Mifid II
New rules have the power to transform markets - and baffle participants
Who will be the dummy in CCP crash-tests?
Clearing houses, banks and regulators could all be caught in the wreckage
Profile: UBS on the past and future of fixed income
Swiss bank's fixed-income trading floor is home to two distinct businesses
Bank swap books suffer as CME-LCH basis explodes
Per-bank losses estimated at $20m; CME could lose business
Cher of the blame: whose fault was the swaps push-out?
Question is not why provision died, but how it was ever born
In-depth introduction: Bonds
Interplay between rules could reshape demand for government debt
Banks struggle to make strategy calls as rules pile up
Isda AGM: Interaction between some rules “very, very convex”, says Deutsche exec
Basel lacks data to judge FRTB impact, critics claim
Isda AGM: Proposed trading book rules are “nuts”, says Ramambason of BNP Paribas
CFTC may need to 'step in' to end MAT drought - Reinhart
Isda AGM: no new products added to Sef mandate list in 13 months
Scott O'Malia: time for a regulatory time out
Isda chief calls for a pause in rule-making to "fix the errors"
Ice considers moving Brent contract to avoid EU margin hike
Ice says move is “not an outcome we want to see” but Emir margin could drive users away
Putting FVA in a cage
If banks can't standardise funding charges, accountants or regulators should step in