Christopher Whittall
I joined IFR as reporter from Risk magazine at the beginning of 2011, covering derivatives across all asset classes. This has resulted in scoops on a wide range of subjects such as CDS, Basel capital rules and fallout from the Eurozone crisis. In my two and a half years at Risk I wrote a series of cover stories, most notably on dealers over-hauling valuation of derivatives portfolios.
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Recent stories
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New CDS trigger event to tackle bail-in
ISDA is consulting on a proposal to add another credit event for financial CDS, in order to adapt to sweeping changes in regulation that will give supervisory authorities the power to bail in the debt of floundering institutions.
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Return of leverage trading strategies
Credit investors are returning to the kind of leveraged trading strategies not seen since the heyday of the structured credit bubble, as central bank financial repression is fostering an increasingly desperate reach for yield.
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New CDS trigger event proposed to tackle bail-in
ISDA is consulting on a proposal to add another credit event for financial credit default swaps in order to adapt to sweeping changes in regulation that will give supervisory authorities the power to bail-in the debt of floundering institutions.
- Banks eye slashing market risk RWAs
- Investors sell credit options to boost returns
- Clearing faces June bottleneck
- Credit roars on as technicals trump fundamentals
- Effects of sovereign CDS ban debated
- DERIVATIVES: “No evidence” bank CDS used as sovereign shorting proxy
- DERIVATIVES: Clients may be “left out in the cold” come clearing deadline
