Gay Huey Evans has witnessed the world’s major derivatives crises from a ringside seat. On her second day at the Financial Services Authority (FSA), in September 1998, the Long-Term Capital Management crisis broke, and in rapid response to the “call from the Fed”, she led the assessment of the impact on the London futures exchange.
Two years earlier, as chairman of the International Swaps and Derivatives Association (Isda) and amid the latest derivatives blowout – the 1996 Procter & Gamble c
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data