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.

  • Data heavyweights merge

    IHS and Markit have agreed to a US$13bn merger, combining their information, analytics and solutions...

    Job Swaps    21 March 2016
  • CDS trading head replaced

    Basil Eggenschwyler is set to take over high yield cash bond and CDS trading for Credit Suisse. Egge...

    Job Swaps    21 March 2016
  • SCI Start the Week - 21 March

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

    PipelineThe pipeline was dominated by auto-related ABS entrants last week. A couple of CMBS and RMBS...

    News    21 March 2016
  • CFTC approves CCP framework

    The CFTC has approved a compliance framework for dual registered central counterparties located in t...

    News Round-up    17 March 2016
  • Indices ready to roll

    Markit iTraxx indices roll to Series 25 on Monday 21 March. There are set to be 12 name changes for...

    News    17 March 2016
  • CDS pricing service sold

    Markit has acquired Fitch's CDS pricing service. As part of the agreement, Fitch will integrate Mark...

    News Round-up    17 March 2016
  • US CCP regime 'equivalent'

    The European Commission has approved the US CFTC's regulatory regime for central counterpar...

    News Round-up    16 March 2016
  • ICE expands CDS clearing

    ICE has introduced CDS clearing for the iTraxx Australia and iTraxx Asia ex-Japan IG indices, as wel...

    News Round-up    16 March 2016
  • ECB suggests regulatory tweaks

    The ECB has suggested changes to the new securitisation package proposed by the European Commission...

    News Round-up    15 March 2016
  • SCI Start the Week - 14 March

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

    Pipeline Last week's pipeline additions were heavily weighted toward ABS. There were seven new ABS,...

    News    14 March 2016
  • Energy credit event called

    ISDA's Americas Credit Derivatives Determinations Committee has resolved that a failure to pay credi...

    News Round-up    14 March 2016
  • CDS exposures assessed

    A new Office of Financial Research (OFR) working paper uses CDS data to evaluate the impact on banks...

    News Round-up    11 March 2016
  • ECB looks to provide boost

    A new set of measures announced by the ECB could boost ABS supply. The central bank is launching a s...

    News    11 March 2016
  • ESAs publish OTC RTS

    The European Supervisory Authorities (ESAs) - EBA, EIOPA and ESMA - have publish...

    News Round-up    9 March 2016
  • Central margining service introduced

    AcadiaSoft reports that 28 banks are participating in industrywide testing of the first-ever two-way...

    News Round-up    9 March 2016
  • Promotion due at Och-Ziff

    Nim Sivakumaran is set to replace Donald La Vigne as head of European structured credit strategies a...

    Job Swaps    9 March 2016
  • Opportunistic credit fund launched

    La Française Global Investment Solutions has launched a multi-strategy long/short credit fu...

    News Round-up    8 March 2016
  • SCI Start the Week - 7 March

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

    Pipeline With many market participants decamped to Las Vegas for the industry conference, pipeline...

    News    7 March 2016
  • Vendor bolsters regional growth

    4sight Financial Software has opened a new North American office in New York, as a direct response t...

    Job Swaps    7 March 2016
  • Aussie classification letter published

    ISDA has published a classification letter enabling counterparties to notify each other of their sta...

    News Round-up    4 March 2016
  • SA-CCR tool launched

    Misys has brought a new tool to the market that seeks to help banks comply with th...

    News Round-up    3 March 2016