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Tom Osborn
Editor, Risk benchmarking
Tom is Risk.net's benchmarking editor, responsible for editorial projects that help firms measure their performance against one another and share best practice. He was the launch editor of Op Risk Benchmarking, Risk Scenarios and the Quant Finance Master's Guide. He was previously desk editor for Risk.net’s risk management coverage.
Prior to joining Risk, he reported on the futures and foreign exchange industries for Dow Jones' Financial News and the Euromoney group.
Tom holds a bachelor’s degree in English literature from the University of Warwick, UK.
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Articles by Tom Osborn
David Rutter: gambling on blockchain and a Treasuries revolution
Former BrokerTec chief says technology can transform the financial markets
US fiduciary duty rules: a Labored delivery
Seismic changes rattle the market, but structured products could stand to gain
LCH-JSCC basis rockets for cleared yen swaps
Cost of receive-fixed swaps at JSCC jumps fivefold in a week
Priips rules set for delay, watchdog confirms
Technical standards to be delayed by at least a week, prompting implementation fears
Leeson: risk managers should be personally liable for trades
Former rogue trader says new UK rules could "change the way people look at risk"
South African banks may pool quants to tackle FRTB
Senior trader fears banks don't have quant resources to meet FRTB deadline
Beyond Libor: what reform plans mean for swaps users
Big bang still an option in plans to propagate new benchmarks
What credit auction friction says about the OTC market
Benefits of risk bifurcation threatened by collateral conflicts
Euribor administrator woos banks to revamp dwindling panel
Efforts to double number of contributing firms said to face strong resistance
Eonia ‘almost meaningless’, says Eurex
Thin volumes in unsecured lending market should be a cause for concern, bourse operator argues
Editorial: Innovation the watchword in Asia
Structured Products Asia Awards highlight the region’s immense capacity for innovation
European structured product issuers fear TLAC funding hit
Banks face loss of attractive source of dollar funding
SEC warns structured note issuers over proprietary indexes
Head of Office of Capital Markets Trends calls on issuers to examine sales practices
Editorial: piecing together the smart beta puzzle
Growth in strategies such as momentum is predicted to slow – but we aren't there yet
Goldman hid swaps profits from clients, whistleblower claims
US bank accused of manipulating client valuation reports to mask profits
Risk software survey 2014: risk, compliance and capacity
Risk's annual round-up of new software developments
Compression to save the swaps business, dealers predict
Banks believe they can cut the notional value of their swaps books in half by the end of next year
SwapClear hopes to crush notionals by $600trn
New approach to compression could help swaps escape leverage ratio pressure
New frontloading flap over €8bn clearing threshold
Retroactive need to count up trades could hit clients this week
Industry confronts hard choices in CCP recovery debate
CCPs have ways to boost financial strength – none straightforward
CCP resolution guidelines ‘a missed opportunity’
CPMI-Iosco and FSB guidance should be more proscriptive, says industry
Citi promotes two in multi-asset group reshuffle
Dealer rejigs multi-asset group management with internal promotions