John Feeney


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