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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.

  • Risk transfer round-up - 17 March

    Activity continued this week in the capital relief trade space, with Deutsche Bank's CRAFT CLO enter...

    News    17 March 2017
  • European index exposure favoured

    The roll of the IHS Markit CDS indices next week is expected to result in a number of lower quality...

    News    17 March 2017
  • Innovative GARC transaction prints

    Intesa Sanpaolo has printed an innovative risk transfer transaction - and the largest to d...

    News    14 March 2017
  • Landmark green SRT introduced

    Mariner Investment Group and Crédit Agricole have collaborated to create the first green ca...

    News Analysis    13 March 2017
  • SCI Start the Week - 13 March

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

    Pipeline New ABS transactions accounted for more than half of last week's pipeline additions. There...

    News    13 March 2017
  • Risk transfer round-up - 10 March

    Amid the talk circulating the capital relief trade market this week is a rumour that StormHarbour is...

    News    10 March 2017
  • SCI Start the Week - 6 March

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

    Pipeline The volume of additions to the pipeline increased a little last week. There were eight new...

    News    6 March 2017
  • CMBX mall exposures stressed

    A new Morgan Stanley study applies stress scenarios to mall exposures across the IHS Markit CMBX.6 t...

    News    3 March 2017
  • SCI Start the Week - 27 February

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

    Pipeline Additions to the pipeline last week were fairly steady compared to the week before, as the...

    News    27 February 2017
  • SCI Start the Week - 20 February

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

    Pipeline There were eight ABS additions to the pipeline last week. These were joined by three RMBS...

    News    20 February 2017
  • SCI Start the Week - 13 February

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

    Pipeline The recent trend of ABS and RMBS dominating pipeline additions continued last week. There...

    News    13 February 2017
  • Liquid alternatives firm formed

    Pacific Alternative Asset Management Company (PAAMCO) has entered into a strategic transaction to cr...

    News    10 February 2017
  • SCI Start the Week - 6 February

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

    Please noteFrom today, we will be sending out stories as soon as they are published. They will appea...

    News    6 February 2017
  • Avaya bankruptcy determined

    ISDA's Americas Credit Derivatives Determinations Committee has resolved that a bankruptcy credit ev...

    News Round-up    31 January 2017
  • SCI Start the Week - 30 January

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

    Pipeline Additions to the pipeline started to pick up pace last week. There were seven ABS and eigh...

    News    30 January 2017
  • Euro OTC credit terms to tighten

    Credit terms offered to all types of counterparty will tighten in the three months between December...

    News Round-up    25 January 2017
  • SCI Start the Week - 23 January

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

    Pipeline There was a clear skew towards auto ABS additions for the pipeline last week. As...

    News    23 January 2017
  • Cautious optimism

    Secondary CRT market gaining momentum

    The secondary market for capital relief trades has been growing alongside issuance of syndicated dea...

    News Analysis    20 January 2017
  • Unconstrained fund launched

    Dolfin has launched the Dolfin Unconstrained Credit Strategy, which targets consistently positive re...

    News Round-up    19 January 2017
  • Pension clearing opinions published

    ESMA has issued two opinions regarding the exemption of Swedish pension schemes from the obligation...

    News Round-up    17 January 2017
  • SCI Start the Week - 16 January

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

    Pipeline There were a few more additions to the pipeline last week. The final count consisted of tw...

    News    16 January 2017