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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 - 14 August

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

    Pipeline Additions to the pipeline last week were balanced between ABS and CMBS. There were five of...

    News    14 August 2017
  • Best execution requirements assessed

    MiFID 2, due to be implemented across the EU by 3 January 2018, will have a far-reaching impact on t...

    News Analysis    9 August 2017
  • SCI Start the Week - 7 August

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

    Pipeline ABS deals accounted for more than half of last week's pipeline additions. There were seven...

    News    7 August 2017
  • Risk transfer round-up - 4 August

    Capital relief trade players are expecting a quiet August, before the flurry of activity that will d...

    News    4 August 2017
  • Job swaps round-up - 4 August

    North America Hunton & Williams has promoted a pair of litigation lawyers with securitisat...

    Job Swaps    4 August 2017
  • ISDA working on derivatives smart contracts

    Smart contracts and distributed ledger technology could bring cost and efficiency benefits to the de...

    News    3 August 2017
  • Regulatory call exercised for Calico

    The Co-operative Bank last week announced a regulatory call of its Calico Finance Number One capital...

    News Analysis    1 August 2017
  • SCI Start the Week - 31 July

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

    Pipeline The rate of pipeline additions stayed consistent last week. There were six new ABS, five R...

    News    31 July 2017
  • Risk transfer round-up - 28 July

    Delay has been the theme in the capital relief trades market this week. Nordea has begun marketing...

    News    28 July 2017
  • Job swaps round-up - 28 July

    North America Ashurst is cutting its CLO practice because it sees it as "less relevant" to its glo...

    Job Swaps    28 July 2017
  • Synthetic mortgage 'game changer' awaited

    The inclusion of mortgages in leverage ratio calculations and lower risk weights for the asset are a...

    News Analysis    28 July 2017
  • SCI Start the Week - 24 July

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

    PipelineA mix of ABS, RMBS and CMBS hit the pipeline last week. There were US$1bn-plus deals announc...

    News    24 July 2017
  • Pension fund increases risk transfer mandate

    The New Mexico Educational Retirement Board has been steadily increasing its foothold in the risk tr...

    News    21 July 2017
  • SCI Start the Week - 17 July

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

    Pipeline Pipeline activity stepped up again last week. The additions consisted of eight ABS, an I...

    News    17 July 2017
  • SCI Start the Week - 10 July

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

    Pipeline Pipeline activity picked up a little last week, but remained fairly muted. Additions con...

    News    10 July 2017
  • IFRS 9 to spur risk transfer trades

    Higher expected provisioning under IFRS 9 is expected to spur a slew of risk transfer issuance befor...

    News Analysis    23 June 2017
  • SCI Start the Week - 19 June

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

    Pipeline A rush of ABS deals joined the pipeline last week, picking up from the limited activity of...

    News    19 June 2017
  • Treasury reports on regulatory impact

    The US Treasury has issued a first report in a series regarding regulation of the financial system i...

    News    15 June 2017
  • SCI Start the Week - 12 June

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

    Pipeline It was another week of limited pipeline activity, although several CMBS have been announce...

    News    12 June 2017
  • SCI Start the Week - 5 June

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

    Pipeline With many market participants decamping to Barcelona this week for the industry conference...

    News    5 June 2017
  • STS strikes investor and issuer balance

    Further details have emerged over the STS securitisation agreement that was finalised this week (SCI...

    News Analysis    2 June 2017