Editor-in-chief, Risk.net

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@Duncan_Wood — 2,662 followers, 1,339 tweets

Jun 30, 2017

“They are certainly qualified investors who have the ability to make independent decisions on the use of derivatives for risk management.”

Jun 30, 2017

Court found Russia’s biggest oil pipeline operator was not smart enough to do vanilla options. Central bank rubbishes that …

Jun 30, 2017

Central bank: "In these conditions we believe a serious decline in the Russian OTC market is all but inevitable."

Jun 30, 2017

Russian central bank warns of “unacceptable legal risks” after court rules against Sberbank in €1bn options dispute:  http://bit.ly/2s8gfOB 

Jun 16, 2017

Margin rules changing the way some banks hedge swaptions:  http://bit.ly/2szvljT  ('Synthetic' non-cleared swaps can halve IM)

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