Articles by Mark Pengelly
Proposals on balance-sheet netting spark worries about leverage ratios
Called to account
CFTC trade rules will create 'winner's curse'
Analysts at Barclays Capital say block trade reporting rules under Dodd-Frank Act will create additional risk for dealers
FASB softening stance in bid for convergence, say analysts
US standard-setter tilting towards IFRS on accounting for financial instruments
Stressed VAR questioned by risk managers
Basel 2.5 capital charge incoherent and challenging to implement, say risk managers
Accounting change prompts rethink of US leverage ratios
Proposal for convergence on derivatives netting could force an adjustment of US bank leverage ratios, says regulator
LCH.Clearnet 'shocked' at Dodd-Frank capital requirement
Firm might not be able to live with 99% reduction in minimum capital requirement under Dodd-Frank Act, says chief executive
US Fed moves towards rules-based approach to bonuses
US banking regulators expected to require mandatory deferred bonuses and limits on upfront cash under the Dodd-Frank Act
Revised CVA capital charge does not go far enough, say dealers
Modifications by the Basel Committee are welcomed, but further changes are needed, dealers claim
Basel Committee tweaks counterparty risk rules
Basel Committee makes alterations to counterparty credit risk rules
The Universa approach to hedging tail risk
Profiting from disaster
Hedging spurs growth in credit swaptions
Market jitters and lower bid/offer spreads promote growth in credit swaptions
Preventing a repeat of the flash crash
Flash cordons
Basel to overhaul CVA capital calculation
Basel to overhaul CVA capital calculation
Tackling the Californian deficit
The state we're in
Shining a light on the flash crash
Flash cordons
Fears about California budget "valid", says state treasurer
Lockyer warns California may miss budget revenue targets
Gregory joins Solum Financial
Former BarCap credit quant joins capital markets consultancy
Risk USA: Futures clearing model not secure, says Prager
Futures clearing model less secure for over-the-counter derivatives than bilateral trading, says BlackRock trading head
Risk USA: Pay bigger than politics, says former Treasury adviser
Risk managers need to look closely at compensation, declares former US Treasury adviser
Inflation options popular as investors look for protection
Popular protection
Shining a light on the flash crash
Flash cordons