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Derivatives

Derivatives are financial instruments that derive from an underlying asset such as a commodity, bond or currency. SCI’s derivatives coverage focuses on the structuring and trading of derivatives relating to securitisation and structured credit. The instruments covered are primarily: credit default swaps (CDS) and options; correlation trading through index tranches; total return swaps on credit and loan indices and baskets; bespoke tranches; and other new and unusual synthetic structures.

  • Market moves - 22 June

    Europe Axa Investment Managers has hired Hans Stoter to global head of fixed income and interim he...

    Market moves    22 June 2018
  • Capital computation

    The complexity involved in executing capital relief trades is driving increased focus on the operati...

    News Analysis    18 June 2018
  • IFRS 9 benefit welcomed

    The first-time adoption of IFRS 9 has had a muted impact on bank capital ratios and this has been re...

    News Analysis    15 June 2018
  • Risk transfer round-up - 15 June

    Deutsche Bank is expected to execute two capital relief trades this month. One is a corporate deal f...

    News    15 June 2018
  • CRI explained

    Stephen Taylor, head of structured and capital solutions EMEA at Aon Risk Solutions, outlines the be...

    Q: What is credit risk insurance? A: Credit risk insurance (CRI) is used to transfer credit risk...

    Talking Point    15 June 2018
  • Market moves - 8 June

    Acquisition Angel Oak Commercial Lending (AOCL) has acquired a controlling interest in Cherrywood...

    Market moves    8 June 2018
  • Chinese issuance growing strongly

    Chinese securitisation issuance surged to a record high in 2017 but significant challenges remain. O...

    News Analysis    4 June 2018
  • SCI Start the Week - 4 June

    A look at the major activity in structured finance over the past seven days

    Pipeline ABS and RMBS made up the majority of the transactions remaining in the pipeline at the end...

    News    4 June 2018
  • Consultant activity surveyed

    Investment consultants for long-term investors such as pension funds haven’t been as activ...

    News Analysis    1 June 2018
  • Market moves - 1 June

    BTL RMBS planned UK Mortgages and TwentyFour Asset Management have acquired a high-quality pool o...

    Market moves    1 June 2018
  • Risk transfer round-up - 25 May

    Standard Chartered is expected to roll over two existing trade finance capital relief trades in 2H18...

    News    25 May 2018
  • Market moves - 25 May

    Analytics acquisition IHS Markit has signed a definitive agreement to acquire Ipreo for US$1.855bn...

    Market moves    25 May 2018
  • TRS see sustained uptick

    IHS Markit iBoxx TRS trading volumes have risen sharply in recent years by around US$10bn and activi...

    News Analysis    23 May 2018
  • Synthetic access welcomed

    The launch of the CRTx credit risk transfer index (SCI 11 May) has been welcomed by RMBS traders for...

    News Analysis    21 May 2018
  • Market moves - 18 May

    Europe CIFC has hired Joshua Hughes as head of European marketing, based out of London and reporti...

    Market moves    18 May 2018
  • SCI Start the Week - 14 May

    A look at the major activity in structured finance over the past seven days

    Pipeline ABS accounted for the majority of the deals remaining in the pipeline at the end of last...

    News    14 May 2018
  • IFRS 9 first-time impact gauged

    Banks have begun releasing their first quarterly results for this year, with the reports suggesting...

    News Analysis    14 May 2018
  • Market moves - 11 May

    Acquisitions Blackstone is set to acquire all outstanding common shares of Gramercy Property Trust...

    Market moves    11 May 2018
  • Market moves - 27 April

    Australia FIIG Securities has hired Anne-Marie Hunter-Brown to the role of markets business manage...

    Market moves    27 April 2018
  • Market moves - 20 April

    Acquisitions BlackRock has acquired Tennenbaum Capital Partners (TCP), complementing its global cr...

    Market moves    20 April 2018
  • Proportional protection reviewed

    EU policymakers are currently negotiating an amendment to Article 234 of the CRR that would allow ba...

    News Analysis    20 April 2018