Writing

2012/3

FTSE Global Markets

1. Is Central Clearing a Force for Good? here
2. It’s Credit Risk Jim, but Not as We Know It: here
3. Safety First for Margin Assets: here
4. The Repo Desk your new BFF: here
5. What’s in a name? LEI or CICI?: here
6. Decision Support in a Cleared World: here
7. Safe and Profitable Markets?: here

Others

• Price Alignment Interest: here
• CFTC & SEC to be merged: here
• Margin on not-clearable trades: here
• SwapClear T2 & T4 Models: here
• Segregation Models, and Eurex: here
• Cleaned up CFTC Regulations: here
• Open Source Margin Models: here

2013

Coming on the 26th July, a  chapter on the mechanics of clearing in: “OTC Derivatives, Bilateral Trading and Central Clearing” by David Murphy: here

2011

Contributor to an article in Sapient Global Markets Crossings, on the impact of FCMs on the OTC market. Original SGM page here, PDF download here.

2010

Chapter, Clearing for OTC Products, in Mastering Derivatives Markets 4th Edition (Amazon)

Article, Evolution of the OTC market infrastructure, Sapient Crossings (Journal_Edition2_0204)

Article, conversion to central clearing for OTC products, Sapient Crossings (Journal_Edition3)

2009

Chapter, The entire OTC processing chain, Market Know How: Finance and Markets: (Amazon)

Patent for the invention of the Trade Information Warehouse Part 1 here, and Part 2 here

2008

Three articles on post-crisis exposure management

Article 1: Over estimating the importance of central clearing (2009 01 19 Part 1 – Credit CCP Final)

Article 2: Bilateral ISDA CSAs versus clearing (2009 02 10 Part 2 – ISDA CSAs)

Article 3: Weather forecasting and Black swans (2009_03_11_Part3_Weather)

2007

Chapter, DTCC Trade Warehouse and fundamentals of OTC processing, in Mastering Derivatives Markets (3rd Ed), (Amazon)