Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile
Rebekah Tunstead

@tunsteadrebekah

Markets reporter at Risk.net.

ID: 826409725197688836

linkhttp://www.risk.net calendar_today31-01-2017 12:40:07

31 Tweet

139 Takipçi

169 Takip Edilen

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

#Swaptions users are struggling to agree a method for compensating investors that lose out from the upcoming change in #swap discount rate at clearing houses. lnkd.in/dizsP7P

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

A CFTC advisory body has voted to back a six-month “grace period” for the final two phases of #initialmargin rules for non-cleared #derivatives. The extension would be in addition to the already announced one-year deferral of phase…lnkd.in/dPwkUCb lnkd.in/dGAmjU6

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

Wait for US Department of Justice assurances could delay #Libor transition plans and further unsettle rates trading. lnkd.in/egirmVd

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

22 #energy suppliers (and counting) have ceased trading since the beginning of the year. We took a look at their hedging strategies to understand what went wrong. lnkd.in/eQvS4E74

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

UK #pension funds are grappling with €100 million in #margin calls. If you want to read the story, good news, the paywall is down today and tomorrow. lnkd.in/eq3VB9HG

Lukas Becker (@lukasbeckerrisk) 's Twitter Profile Photo

It was great to get our story on UK LDIs facing huge margin calls out last night, pension fund/margin call liquidity risk is a topic we’ve been following for years 🧵 risk.net/derivatives/79…

Helen Bartholomew (@helenbarthol) 's Twitter Profile Photo

It’s Open Day on Risk.Net. All content is free to read until the end of today. Here’s our latest on those pesky products that tripped up Archegos’s banks. risk.net/derivatives/79…

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

If you have found our latest on the #margin calls #pension funds have been facing, you may also want to take a look at the back story to this situation that I wrote about at the beginning of September. It's the last day to take a…lnkd.in/e7GbgiZd lnkd.in/eAQd2-ij

Alessandro Aimone (@aimoneale) 's Twitter Profile Photo

🚨 At least 10 unhedged pension funds suffered a blow to their funding ratio when the BoE intervened on Wednesday. Great scoop by Nathan risk.net/investing/7954…

Duncan Wood (@duncan_wood) 's Twitter Profile Photo

This week’s BoE intervention in the gilts market was not a shock. It was exactly what pension funds had warned would happen if their long-dated liability hedges were subject to cash margin requirements. Way back when, Risk.net wrote about this stuff a LOT. Thread!

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

Many say they expect HM Treasury to step in and push the UK #pension fund clearing exemption back beyond June 2023. lnkd.in/eVpNT6Zp

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

Before the Bank of England's bond buying programme comes to an end tomorrow, #pension funds are hurrying to turn their #collateral agreements 'dirty'. lnkd.in/ejecZC7S

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

The European Commission continues to look for solutions to Europe's energy problems but markets believe the latest proposals could do more harm than good. lnkd.in/eJCKSMMs

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

Rising rate have pushed many pension funds to fully funded status earlier than expected. As a result, numerous schemes are navigating the path to an insurance buyout, but there are a number of hurdles to overcome on the way. One th…lnkd.in/eV8bEwgx lnkd.in/ek2Myxr2

Rebekah Tunstead (@tunsteadrebekah) 's Twitter Profile Photo

The model for calculating initial margin requirements for cleared gilt repo at LCH Ltd is getting revamped risk.net/risk-managemen…