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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 - 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
  • Bank hires derivatives head

    Mizuho International has hired Borja Rivas as md, head of derivatives risk solutions EMEA. He will b...

    Job Swaps    12 January 2017
  • Record SRT deal launched

    Further details have emerged about Grafton CLO 2016-1, Santander's largest post-crisis corporate loa...

    News    12 January 2017
  • Credit strategy head hired

    BGC Partners has hired Arran Rowsell as head of credit strategy in London. Rowsell will report to To...

    Job Swaps    11 January 2017
  • CDO charges partially overturned

    The US SEC has partially overturned a decision penalising Wing Chau and his former firm Harding Advi...

    Job Swaps    11 January 2017
  • Blockchain partnerships inked

    The DTCC has selected IBM, in partnership with Axoni and R3, to provide a distributed ledger technol...

    Job Swaps    10 January 2017
  • SCI Start the Week - 9 January

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

    Pipeline The first week of the year brought a return to life for the pipeline. There were two new A...

    News    9 January 2017
  • Slew of risk transfer trades close

    A handful of capital relief trades closed in late December, including an unusual deal referencing a...

    News    3 January 2017
  • Pension extension for OTC clearing

    The European Commission is extending transitional relief for pension scheme arrangements (PSAs) from...

    News Round-up    22 December 2016
  • iHeart credit event called

    ISDA's Americas credit derivatives determinations committee has resolved that a failure to pay credi...

    News Round-up    22 December 2016
  • Capturing the liquidity premium

    Interest rate rises could increase volatility in the structured credit market, creating opportunitie...

    News    20 December 2016
  • SCI Start the Week - 19 December

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

    Pipeline While the pace of pipeline additions has slowed over the last couple of weeks, new deals d...

    News    19 December 2016
  • Proving compliance

    Demonstrating significant risk transfer discussed

    How to demonstrate significant risk transfer (SRT) was a hot topic at SCI's Capital Relief Trades Se...

    Talking Point    19 December 2016
  • Derivatives secretary appointed

    ICE Benchmark Administration (IBA) is set to assume the secretarial role on ISDA's credit derivative...

    News Round-up    16 December 2016
  • Second Salisbury prices wider

    Lloyds has closed a capital relief trade referencing a £2.1bn granular portfolio of UK SME...

    News    14 December 2016
  • EM team bulks up

    Nomura has hired Dimitrios Vlachos as an associate for its emerging markets division. He joins the s...

    Job Swaps    14 December 2016
  • Contagion risk examined

    The latest Office of Financial Research working paper analyses counterparty exposures in the credit...

    News    13 December 2016
  • CME management beefs up

    CME Group has appointed Kim Taylor and Julie Winkler to new roles on its management team. The pair w...

    Job Swaps    12 December 2016
  • SCI Start the Week - 5 December

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

    SCI content this week is sponsored by BNY Mellon. All content this week is being made available free...

    News    5 December 2016
  • SMART CLO objections flagged up

    The potential disposal of non-performing assets, as previously proposed by SMART SME CLO 2006-1, has...

    News Round-up    5 December 2016
  • SCI Start the Week - 28 November

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

    Pipeline With the week dominated by Thanksgiving, there were few pipeline additions. These amounted...

    News    28 November 2016