Structured Credit Investor SCI’s 5th Annual Capital Relief Trades Seminar 17 October 2019, London
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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.

  • Leverage ratio response outlined

    Five organisations have issued a joint response to proposed revisions to the Basel 3 levera...

    News Round-up    7 July 2016
  • Secondary markets advisors sought

    ESMA has published a call for candidates to form a consultative working group (CWG) for its secondar...

    Job Swaps    5 July 2016
  • Portugal Telecom bankruptcy called

    ISDA's EMEA Credit Derivatives Determinations Committee has resolved that a bankruptcy credit event...

    News Round-up    4 July 2016
  • SCI Start the Week - 4 July

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

    Pipeline Additions to the pipeline were limited once again last week, although two large Chinese de...

    News    4 July 2016
  • Derivatives notionals up

    Trading revenue of US commercial banks and savings associations rose to US$5.8bn in 1Q16, from US$4....

    News Round-up    4 July 2016
  • Exchange offer launched

    Markit has commenced an offer to exchange any and all of the outstanding US$750m aggregate principal...

    Job Swaps    29 June 2016
  • SCI Start the Week - 27 June

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

    Pipeline Pipeline additions were limited last week. The only ABS was €1bn Silver Arrow...

    News    27 June 2016
  • Brexit effects

    The immediate financial market reaction to the UK's decision to leave the EU has been pronounced, wi...

    News    24 June 2016
  • LatAm partnership agreed

    Numerix has partnered with Mexico's Proveedor Integral de Precios (PiP), the leading independent pri...

    Job Swaps    23 June 2016
  • Norske auction settled

    Yesterday's CDS auction for Norske Skogindustrier ASA comprised four buckets, with 10 dealers submit...

    News Round-up    23 June 2016
  • Marathon bolstered

    Blackstone Strategic Capital Holdings Fund has acquired a passive, minority interest in Marathon Ass...

    Job Swaps    23 June 2016
  • Valuations vendor acquired

    Markit is set to acquire Prism Valuation, a provider of independent valuation and risk analysis of d...

    Job Swaps    21 June 2016
  • SCI Start the Week - 20 June

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

    Pipeline The industry conference in Barcelona reduced primary market activity last week. There were...

    News    20 June 2016
  • Norske auction due

    An auction to settle the CDS trades for Norske Skogindustrier ASA is to be held on 22 June, followin...

    News Round-up    17 June 2016
  • MBIA Corp liquidity warning

    S&P has lowered its financial strength rating on MBIA Insurance Corp to triple-C from single...

    News Round-up    17 June 2016
  • Uncleared margin tool launched

    Allen & Overy has teamed up with Deloitte to launch MarginMatrix, a new tool to help major b...

    News Round-up    15 June 2016
  • Reporting regulations amended

    The US CFTC has approved a final rule that amends existing swaps reporting regulations in order to p...

    News Round-up    15 June 2016
  • EM CDS volume up

    Emerging markets CDS trading volume stood at US$363bn in 1Q16, according to a survey of 13 major dea...

    News Round-up    15 June 2016
  • Trigger point

    Novo Banco outcome still raising questions

    Two controversial credit event determinations earlier this year in connection with the retransfer of...

    News Analysis    15 June 2016
  • SCI Start the Week - 13 June

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

    Pipeline The total number of deals joining the pipeline remained consistent last week, although ABS...

    News    13 June 2016
  • OTC margin initiative put on hold

    NetOTC has decided to suspend plans to implement a structure which reportedly intended to save banks...

    News Round-up    13 June 2016