Articles by Mark Pengelly
Selling volatility and correlation remains popular, but is it safe?
Making way for the money-spinner
US regulators uneasy with Collins Amendment
Bank supervisors echo industry concerns about Dodd-Frank capital and leverage rules
Banks look to offload structured credit assets as prices recover
Making good on bad assets
Greek crisis poses problems for CDS market
The pros and cons of restructuring
Worry about Greek CDS misguided, dealers suggest
Dealers believe fears about Greek sovereign CDS trigger event are overplayed
Arguments against forex clearing flawed, says Duffie
Foreign exchange forwards and swaps should be cleared under Dodd-Frank despite industry reservations
Hedge funds play dangerous volatility game
A dangerous game
Trouble of removing ratings highlighted by SEC
SEC proposal to remove ratings shows difficulty ahead for other US regulators, including banking agencies
Recovery sparks spate of distressed asset sales
Making good on bad assets
SEC has flexibility on Dodd-Frank implementation, says Schapiro
Collaborating for change
Tri-party repo reforms pose new challenges
Three's a crowd
Banks rail against FASB netting proposals
Dealers say gross figures over-inflate balance sheet and misrepresent risk
The encroachment of Solvency II
The encroachment of Solvency II
New York Fed RMBS sales go smoothly
Auctions of AIG legacy portfolio delivering a solid result for the Fed
CFTC and SEC could diverge on rules, says Schapiro
SEC chair says Dodd-Frank Act should be adapted to fit markets
Banks ready with solutions for Solvency II
Solvency II solutions
Preparing for Solvency II
Solvency II: insuring for change
Short volatility exposures pose risks
A dangerous game
CFTC urged to raise bar for CCP stress tests
Market participants say CFTC proposals should be more detailed, more prescriptive
Global events fail to rock dispersion trades
Recent global events have not dented the popularity of dispersion trades among hedge funds, claim bankers
OpRisk North America: Dodd-Frank clouds Basel III implementation
Requirement to remove credit ratings causing a headache for regulators
Principal-protected products could benefit from Solvency II
New risk-based capital rules for insurers could help demand for products with principal protection, say bankers
Canada pressed to develop inflation market
Current issuance of inflation-linked bonds is too meagre to meet demand from domestic and international investors, say market participants