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Duncan Wood
Global editorial director, Risk.net
Duncan Wood is the London-based global editorial director, promoted to this role at the start of 2019. Prior to this, Duncan was editor-in-chief of Risk.net from 2015, with a remit to lead the editorial reorganisation of the website and its print titles. Duncan had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.
In the intervening years, Duncan was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work appearing in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles.
Duncan has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has also won Incisive Media’s journalist and editor of the year awards.
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Articles by Duncan Wood
OTC Derivatives Clearing Summit: Some non-US dealers leaving buy-side trades unreported
Citadel and Fortress have found some foreign banks unwilling to accept Dodd-Frank reporting rules, conference hears
Risk’s OTC clearing survey
In this video, Nick Sawyer talks to Risk’s editor, Duncan Wood, about clearing mandates in the US and a new Risk survey on client clearing
Q&A: Sylvie Matherat on extraterritoriality and central clearing
Europe and the US are at loggerheads over the territorial scope of new derivatives rules – as evidenced by a new financial stability review from the Banque de France – but agreement can be reached, says Sylvie Matherat, the central bank’s deputy director…
CFTC’s Gensler defends long arm of Dodd-Frank
CFTC chair says "it is critical" that US rules apply overseas, in article for Banque de France stability review
The struggle for consensus on European clearing addendum
The move to central clearing poses a huge documentation challenge. A standard template has been developed for European derivatives users – but will this solve the problem? By Duncan Wood and Lukas Becker
US foreign bank plans threaten bail-in system, says Finma
Cross-border resolution could be harder under US-style capital and liquidity plans, says Finma's head of bank supervision
Q&A: Mark Branson on the too-big-to-fail problem, modelling and Basel III
Switzerland went first – and furthest – on post-crisis banking reforms, making its industry a test case for the impact of the new regime. But it has not yet solved the too-big-to-fail problem, Mark Branson, chief bank supervisor at Eidgenössische…
JP Morgan manipulated VAR and CRM models at London whale unit - Senate report
Trading book capital measures were at heart of efforts to free up traders and reduce capital
Banks claim €300 billion hole in margin study
Banks call for Basel Committee and Iosco to rerun study on impact of uncleared margin rules after errors emerge
SG plans to securitise €1.9 billion of derivatives exposure
Deal is said to pay a coupon of 11% for first-loss protection – which some investors say is too low
Liquidity fears temper uncleared margin proposals
Rules see two-way posting of initial margin, but apply threshold of €50 million in counterparty risk
Global margin standards face further delays
Proposals to collateralise non-centrally cleared derivatives could now be subject to further consultation and impact assessment, having missed the original end-of-2012 deadline
Huge RPI swaps move catches market flat-footed
Some dealers said to have suffered losses after surprise decision to leave RPI methodology unchanged