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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.

  • SCI Start the Week - 8 January

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

    Pipeline There were a few deals added to the pipeline in the first week of the year. These were fou...

    News    8 January 2018
  • Risk transfer round-up - 5 January

    Deutsche Bank is understood to have closed two CRAFT risk transfer transactions, a bilateral deal an...

    News    5 January 2018
  • Market moves - 5 January

    Acquisitions/Investments SoftBank Group Corp has acquired Fortress Investment Group for US$3.3bn in...

    Market moves    5 January 2018
  • Job swaps round-up - 22 December

    CDS options clearing LCH's CDSClear has become the first platform to clear credit index options, w...

    Job Swaps    22 December 2017
  • Embracing a tactical approach

    David Moffitt, head of tactical investment opportunities at LibreMax Capital, answers SCI's question...

    The Structured Credit Interview    22 December 2017
  • SRT investor concerns disclosed

    AFME, in association with the International Association of Credit Portfolio Managers (IACPM), has re...

    News    21 December 2017
  • IFRS 9 volatility persists

    The Bank of England did not disclose any data on the capital impact of IFRS 9, following the recent...

    News Analysis    20 December 2017
  • SCI Start the Week - 18 December

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

    Pipeline ABS additions to the pipeline finally dropped off last week, but RMBS, CMBS and CLOs conti...

    News    18 December 2017
  • Job swaps round-up - 15 December

    North America Angelo, Gordon has promoted Josh Baumgarten and Adam Schwartz to the roles...

    Job Swaps    15 December 2017
  • Basel 4 proportionality expected

    The Basel Committee last week finalised the long-awaited Basel 4 reforms (SCI 8 December). The propo...

    News Analysis    14 December 2017
  • Risk transfer round-up - 8 December

    Nord LB has this week closed a shipping significant risk transfer transaction dubbed Northvest 2. Th...

    News    8 December 2017
  • Job swaps round-up - 8 December

    EMEA Clayton Euro Risk has announced that Tony Ward, ceo and president, and Simon Collingridge, cl...

    Job Swaps    8 December 2017
  • Innovative financial guarantee printed

    Raiffeisen's €1.2bn ROOF Slovakia 2017, which is believed to be the first synthetic securi...

    News    5 December 2017
  • SCI Start the Week - 4 December

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

    Pipeline The pipeline burst back into life last week as 10 ABS deals were added. There were also th...

    News    4 December 2017
  • Risk transfer round-up - 1 December

    Raiffeisen has completed ROOF Slovakia 2017, a €1.2bn financial guarantee from its Slovak...

    News    1 December 2017
  • Risk transfer come-back

    Bank of Ireland has returned to the risk transfer market with Mespil Securities 2017-1. The lender's...

    News    29 November 2017
  • SCI Start the Week - 27 November

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

    PipelineAs might have been expected, there were very few additions to the pipeline last week. In fac...

    News    27 November 2017
  • African appetite for structured products

    Standard Bank has launched a new US dollar-denominated credit derivatives product, opening up Africa...

    News Analysis    21 November 2017
  • SCI Start the Week - 20 November

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

    Pipeline There were considerably fewer ABS added to the pipeline last week as additions became more...

    News    20 November 2017
  • Job swaps round-up - 17 November

    EMEA CSC has hired Jonathan Hanly as md to its Ireland office, Hinnerk Koch as md to its Luxembour...

    Job Swaps    17 November 2017
  • Risk transfer round-up - 17 November

    RBS hit the market this week with its first DBRS-rated risk transfer transaction, dubbed Nightingale...

    News    17 November 2017