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.

  • 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
  • Succession question resolved

    ISDA's EMEA Determinations Committee has determined that, for the purposes of the 2003 Credit Deriva...

    News Round-up    3 March 2016
  • Risky business?

    Risk-sharing deal opportunities grow

    Capital relief trade opportunities are increasing as more jurisdictions open up. However, with this...

    News Analysis    2 March 2016
  • Optimisation tool launched

    Numerix has launched what it describes as a unified XVA pricing, counterparty credit risk management...

    News Round-up    2 March 2016
  • EU adopts CDS clearing rule

    The European Commission has adopted a set of rules which require certain OTC credit derivative contr...

    News Round-up    2 March 2016
  • Valuations businesses sold off

    Intercontinental Exchange is set to acquire S&P Securities Evaluations (SPSE) and Credit Mar...

    Job Swaps    2 March 2016
  • Torstone continues expansion

    Post-trade securities and derivatives processing provider Torstone Technology has further expanded i...

    Job Swaps    1 March 2016
  • SCI Start the Week - 29 February

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

    Pipeline The number of ABS deals joining the pipeline slowed last week. The distribution across sec...

    News    29 February 2016
  • Investment capabilities strengthened

    Algebris Investments has appointed Alberto Gallo as partner and head of global macro strategies. Rep...

    Job Swaps    26 February 2016
  • Cross-border venue comparability assessed

    ISDA has published a set of principles for achieving comparability determinations between US and EU...

    News Round-up    24 February 2016
  • Long iTraxx positions 'vulnerable'

    Net long non-dealer positions have been cut by almost US$17bn over the past week or so across the Ma...

    News    24 February 2016
  • SCI Start the Week - 22 February

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

    PipelinePipeline entrants were dominated by ABS issuers last week. A handful of CDOs/CLOs and CMBS d...

    News    22 February 2016
  • OTC specialist promoted

    NetOTC has promoted derivatives risk management specialist David Maloy to coo, expanding his respons...

    Job Swaps    19 February 2016
  • Novo Banco deadline extended

    ISDA's EMEA Determinations Committee has further extended the deadline for holding a binding vote on...

    News Round-up    19 February 2016
  • Bank's clearing head replaced

    JPMorgan has promoted Nick Rustad to lead its global clearing business, which includes CDS. He repla...

    Job Swaps    18 February 2016
  • Governmental intervention test resolved

    The three-judge external review panel convened by ISDA in connection with the Novo Banco governmenta...

    News    17 February 2016
  • SCI Start the Week - 15 February

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

    Pipeline As with the previous week, pipeline additions last week were dominated by ABS. There were...

    News    15 February 2016
  • SF legal duo brought in

    Kaye Scholer has beefed up its finance department by bringing in structured finance experts Howard G...

    Job Swaps    12 February 2016
  • Credit hedge fund exposures gauged

    The latest US Office of Financial Research market monitor report highlights the substantial investor...

    News Round-up    11 February 2016
  • Cross-border swap rules approved

    The US SEC has voted to adopt rules requiring non-US companies that use personnel in the US to arran...

    News Round-up    11 February 2016
  • MiFID 2 deadline extended

    The European Commission has announced a one-year extension for firms to comply with its MiFID 2 stan...

    News Round-up    11 February 2016