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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.

  • 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
  • Risk transfer round-up - 20 April

    The capital relief trades market is undergoing a quiet period, following some unusual activity for Q...

    News    20 April 2018
  • Market moves - 13 April

    Aircraft ABS on watch KBRA has placed the class A, B and C notes of the US$411m Prop 2017-1 ABS o...

    Market moves    13 April 2018
  • Synthetic NPLs gain traction

    The ECB’s latest non-performing loan provisioning guidelines are expected to trigger incre...

    News Analysis    29 March 2018
  • Innovative Dutch SRT completed

    Rabobank has completed an innovative Dutch significant risk transfer (SRT) deal with the EIF. The &a...

    News    28 March 2018
  • Seeking to scale

    The capital relief trades (CRT) market suffers from a material gap between banks’ needs an...

    News Analysis    26 March 2018
  • Market moves - 23 March

    CDS clearing developments Intercontinental Exchange has transitioned index CDS open interest from...

    News    23 March 2018
  • Risk transfer round-up - 23 March

    Credit Suisse is believed to have priced a capital relief trade referencing a loan book originated i...

    News    23 March 2018
  • Grappling with uncertainty

    Capital relief trade issuers are incorporating structural features highlighted in the EBA&a...

    News Analysis    23 March 2018
  • Increase in liquidity 'hard to measure'

    Liquidity in structured products is difficult to quantify, and perhaps even to define. Whichever way...

    News Analysis    22 March 2018
  • SCI Start the Week - 19 March

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

    Pipeline There was a somewhat more measured pace of pipeline additions last week. The final count...

    News    19 March 2018
  • SCI Start the Week - 12 March

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

    Upcoming event SCI Risk Transfer & Synthetics Seminar – Tomorrow (13 March), New...

    News    12 March 2018
  • Market moves - 9 March

    North America Anthony Orso has joined NKF Capital Markets as president of capital markets stra...

    Market moves    9 March 2018
  • CRE CRTs pick up

    Synthetic securitisations referencing commercial real estate are attracting more investor interest,...

    News Analysis    9 March 2018
  • Efficiency drive

    Credit Suisse is pioneering the re-tranching of capital relief trades, following the implementation...

    News Analysis    9 March 2018
  • Basel 4 impact 'manageable'

    The new Basel 4 capital framework (SCI 14 December 2017) is expected to increase Dutch bank RWAs by...

    News    7 March 2018
  • Risk-sharing on the agenda

    Panellists participating in SCI’s Risk Transfer & Synthetics Seminar are primed to...

    News    7 March 2018
  • SCI Start the Week - 5 March

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

    Upcoming event SCI Risk Transfer & Synthetics Seminar - 13 March, New York SCI...

    News    5 March 2018
  • SCI Start the Week - 26 February

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

    Upcoming event SCI Risk Transfer & Synthetics Seminar - 13 March, New YorkSCI's Synthetic Sec...

    News    26 February 2018
  • Synthetics spur CDS expansion

    An evolving synthetic securitisation landscape is fuelling the expansion of the CDS market and CDS-l...

    News Analysis    21 February 2018
  • SCI Start the Week - 19 February

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

    Upcoming event SCI Risk Transfer & Synthetics Seminar - 13 March, New York SCI...

    News    19 February 2018