Dennis McLaughlin

Dennis has over 20 years experience in risk management and finance, most recently as group chief risk officer at LCH. He joined LCH from Aon, where he was the CEO for Innovation and Analytics and where he introduced and developed an entirely new suite of analytics to the insurance industry. Prior to that, he was a managing director in Risk and Finance at Merrill Lynch, and was Director of Capital, Global Consumer Group at Citigroup. Dennis started his finance career as a consultant in the Global Risk Management practice at McKinsey, where he focused on the risk management of Traded Products and the development of risk systems and analytical algorithms for fixed income and equity products. Prior to that Dennis was a professor at Princeton University where he taught mathematics and quantitative finance.

Dennis has an MBA from Wharton School, University of Pennsylvania, a Ph.D. in Mathematics from Brown University and a MA in Mathematical Science from University College Dublin.

Articles by Dennis McLaughlin

Original research

The trade-off between shorter settlement times and multilateral netting benefits in deferred net settlement

This paper investigates settlement windows in multilateral netting in the US equity markets, finding that there is no material loss of multilateral netting benefits for windows over an hour.

22 Jan 2024

Original research

Central counterparty capital and nondefault losses

This paper analyses the components of central counterparty (CCP) capital requirements and makes several observations on the potential for loss absorption.

13 Dec 2021

Forum

Skin in the game

This paper analyzes the cost of putting aside capital as skin in the game (SITG).

27 Sep 2018

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