Profile of Sean Owens

Director, Fixed Income and Derivatives, Woodbine Associates Member Since: 5/8/2014
Author
Blog Posts: 7
Posts: 1

Sean Owens is Director, Fixed Income at Woodbine Associates, Inc. focusing on strategic, business, regulatory, market structure, and technology issues that impact firm's active in and supporting global fixed income and derivative markets.

Volcker on the Mind, But Will it Deliver?

12/18/2013
Risk-based metrics are at the core of Volcker Rule compliance. But will firms be able to adequately evaluate risk?

Swaps: The Next Frontier

6/13/2013
Migration to electronic and multilateral trading in the swaps market will create myriad trading opportunities.

Structural Change In The Credit Markets

5/31/2013
An 80-ton boulder that has only started to roll.

Beyond Volcker: Seeing the Forest Through the Trees

4/5/2012
Looking at the big picture, we see that Dodd-Frank leads to the removal of some of the structural barriers that exist in today's largely two tiered market structure, redistributes risk capacity within the capital markets and moves prop risk taking out of the banking system.

Credit Markets to Enjoy Liquidity Boost Under Dodd-Frank

4/6/2011
Dodd-Frank's impact will extend to the cash credit markets and will serve as the catalyst for increasingly electronic and centralized trading.

How Finance Reform Will Alter Swap Execution Facilities and Boost Transparency

11/15/2010
The Commodity Futures Trading Commission is moving closer to issuing the preliminary rules defining swap execution facilities. This particular rulemaking will set the parameters for trading platforms for the over-the-counter derivative markets that will largely determine how transactions will be executed under the Dodd-Frank framework.

The Volcker Rule Ban on Proprietary Trading: A Practical Approach to Implementation

7/14/2010
Instead of attempting to trace speculative risk-taking to particular strategies, traders, or positions, Woodbine Assoc. Director Fixed Income/Derivatives Sean Owens proposes that regulators focus on book or portfolio-level market risk using a Value-at-Risk (VAR) or unit of risk measurement.