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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.

  • 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
  • SCI Start the Week - 23 May

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

    Pipeline ABS additions to the pipeline carried on last week at a good pace, as 11 such deals joined...

    News    23 May 2016
  • SCI Start the Week - 16 May

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

    Pipeline While ABS additions to the pipeline were steady last week, they were joined by a greater v...

    News    16 May 2016
  • Hedge fund taps credit head

    Muddy Waters Capital has brought in Terrence Ing as head of credit. In this role, he will seek oppor...

    Job Swaps    16 May 2016
  • Citi taps traders

    Faraz Naseer has been appointed as head of US high yield trading at Citi. He replaces James Nessell,...

    Job Swaps    13 May 2016
  • Credit solutions pro hired

    SCIO Capital has recruited Sebastian Stoecker as director, reporting to business development and inv...

    Job Swaps    11 May 2016
  • IFRS 9 calculation warning

    A recent study undertaken by Kamakura Corporation underlines the risks of using credit spreads to as...

    News    10 May 2016
  • EU CCPs 'resilient'

    ESMA has published the results of its first EU-wide stress test exercise regarding central counterpa...

    News Round-up    10 May 2016
  • SCI Start the Week - 9 May

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

    Pipeline Last week's pipeline additions consisted of eight ABS, two RMBS and a single CMBS. The A...

    News    9 May 2016
  • DC secretary sought

    ISDA has issued an invitation to tender for the secretarial role on its credit derivatives determina...

    Job Swaps    9 May 2016
  • CDS market still shrinking

    The steady reduction in the size of the global CDS market continued in 2H15, according to t...

    News Round-up    5 May 2016
  • CFTC amends swap requirement

    The US CFTC has approved a final rule to amend a requirement that swap dealers (SDs) and major swap...

    News Round-up    5 May 2016
  • ISDA, Markit set CDS commitments

    The European Commission is looking for feedback on commitments put forward by ISDA and Markit to add...

    News Round-up    29 April 2016
  • Clearing rule completion requested

    The FIA has sent a letter to the US SEC urging the agency to finalise rules setting enhanced standar...

    News Round-up    28 April 2016
  • SCI Start the Week - 25 April

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

    Pipeline Last week's pipeline additions were concentrated in ABS. There were six new ABS announced,...

    News    25 April 2016
  • Norske credit event called

    ISDA's EMEA Credit Derivatives Determinations Committee has resolved that a restructuring credit eve...

    News Round-up    25 April 2016
  • APAC solutions unit formed

    Natixis has appointed Fabrice Guesde as head of global structured credit & solutions (GSCS),...

    Job Swaps    22 April 2016
  • Peabody auction due

    An auction to settle the credit derivative trades for Peabody Energy Corporation CDS is to be held o...

    News Round-up    22 April 2016
  • Bidding goodbye?

    BDCs face uncertain future as market turns

    BDCs and other listed vehicles are coming under increasing pressure - not least from their...

    News Analysis    19 April 2016
  • SEC adopts OTC conduct standards

    The US SEC has adopted final rules implementing business conduct standards and chief compliance offi...

    News Round-up    18 April 2016
  • SCI Start the Week - 18 April

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

    Pipeline Last week there were nine ABS deals added to the pipeline. A further three RMBS and two CM...

    News    18 April 2016