John Feeney

John has been involved in markets for over 30 years across several firms and countries. Most of his career has been involved with trading businesses as a trader and managing trading teams. More recently he has run teams developing XVA, collateral management and CCP activity. He has over 10 years of experience in benchmarks, the changes in administration and recent Libor cessation projects which is where much of his time is now spent.

John has a PhD and Hons in Theoretical and Physical Chemistry from University of Sydney.

Posts by john_feeney:

  1. 12 Apr 2021, Potential challenges of a synthetic LIBOR
  2. 14 Dec 2020, Libor pre-cessation announcement – how wrong was the market?
  3. 04 Nov 2020, Libor pre-cessation announcement – risk challenges for non-cleared derivatives
  4. 26 Aug 2020, Valuation challenges for non-cleared derivatives
  5. 28 Jul 2020, Managing IBOR Transition – Fallback Spreads
  6. 09 Jun 2020, ISDA Fallback Spreads – Predicted and Alternative Scenarios
  7. 18 May 2020, Cross Currency Swap conventions in an RFR world
  8. 20 Apr 2020, What has happened to USD LIBOR Fallback Spreads?
  9. 31 Mar 2020, Benchmarks in times of high volatility
  10. 23 Mar 2020, Crises and Volatility – Trading Challenges
  11. 03 Mar 2020, ‘Dear CEO’ letters to Asset Management Firms
  12. 03 Feb 2020, After Libor, will Derivatives become more transparent for end users?
  13. 08 Jan 2020, Moving from Libor to SOFR/SONIA – Buyside Considerations
  14. 27 Nov 2019, SOFR Market Developments
  15. 29 Oct 2019, SONIA Market Volumes – What is Going On?
  16. 25 Sep 2019, SOFR and FedFunds Rate Comparisons
  17. 10 Sep 2019, Swap Volumes: SOFR v FedFunds
  18. 20 Aug 2019, ‘Dear CEO’ letters – Customer Impacts
  19. 22 Jul 2019, The ‘Dear CEO’ letters – a time to accelerate preparations
  20. 15 Jul 2019, Term Risk Free Rates from FX Forwards
  21. 10 Jun 2019, SONIA and SOFR trading and Term Risk Free Rates
  22. 13 May 2019, Potential Mechanics of Cross Currency Swaps and RFRs
  23. 01 May 2019, SOFR Impacts From Liquidity Spikes
  24. 02 Apr 2019, Libor Fallbacks – What will the AUD BBSW Spread be?
  25. 04 Mar 2019, RFRs, Cross Currency Swaps and Australian markets
  26. 05 Feb 2019, Growth in RFR Markets: Is 2019 the pivotal year?
  27. 04 Jan 2019, Cross Currency Swaps and RFRs
  28. 05 Dec 2018, Non-Dealer users of RFRs: The need for term rates