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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.

  • 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
  • ISDA appoints general counsel

    ISDA had appointed Katherine Darras as general counsel in an additional move to the expansion of its...

    Job Swaps    10 June 2016
  • Business development exec hired

    Monica Blocker has joined Houlihan Capital as a vp of business development, joining Michael Norton....

    Job Swaps    9 June 2016
  • ISDA expands board

    ISDA has appointed two new members to its board of directors after it decided earlier this year to e...

    Job Swaps    9 June 2016
  • SEC adopts more SBS rules

    The US SEC has adopted trade acknowledgement and verification rules for security based swaps (SBS),...

    News Round-up    9 June 2016
  • Collateral cloud service debuts

    CME Group and CloudMargin have teamed up to provide CME Clearing and CME Clearing Europe customers w...

    News Round-up    9 June 2016
  • AMG buys stake in five firms

    Affiliated Managers Group (AMG) has agreed to purchase 100% of a minority stake in five firms owned...

    Job Swaps    8 June 2016
  • Leadership appointments unveiled

    IHS and Markit have announced senior executive leadership appointments for IHS Markit, following the...

    Job Swaps    8 June 2016
  • Index research head named

    Markit has appointed Aram Flores as md and head of index research and development, based in New York...

    Job Swaps    7 June 2016
  • Derivative ties strengthened

    The US CFTC's chairman Timothy Massad has signed a memorandum of understanding with ESMA that allows...

    News Round-up    7 June 2016
  • SCI Start the Week - 6 June

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

    Pipeline The holiday-shortened week resulted in a slowing of the pace of pipeline additions. As wel...

    News    6 June 2016
  • Capital-arbitrage warning issued

    The Basel Committee has warned banks against conducting capital relief trades. The regulator says su...

    News Round-up    3 June 2016
  • CDS liquidity moving to indices

    The buy-side's ability to source single-name CDS liquidity and form prices remains centralised aroun...

    News    2 June 2016
  • Bilateral CDS trading down

    Bilateral CDS index trading metrics saw a decline to start the year, according to ISDA's la...

    News Round-up    2 June 2016
  • Credit pro recruited

    Capula Investment Management has hired Daniel Escobar as a portfolio manager. Escobar joins...

    Job Swaps    26 May 2016
  • Swap margin rules adopted

    The US CFTC has adopted final rules on cross-border margin requirements for uncleared swaps. A decis...

    News Round-up    25 May 2016
  • Pricing exec recruited

    Markit has appointed Frank Dos Santos as head of North America business strategy for its fixed incom...

    Job Swaps    25 May 2016