I joined IFR as a 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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The Financial Stability Board put forward proposals to build a central aggregator last week to combat data fragmentation in the US$710trn OTC derivatives market in order to help global regulators identify build-ups of systemic risk.
The rebirth of the US$21trn credit default swap market will be delayed by two weeks, Markit and ISDA confirmed on Wednesday, in a sign that the industry is struggling to get ready for the most substantial overhaul to CDS in over five years.
The decision by one of Europe’s largest pension funds to reduce the tenor of its guaranteed pension products has brought into sharp relief the drop-off in liquidity in long-dated fixed income markets, as providers across the Continent look to manage a transition from defined benefit to defined contribution schemes.