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.

  • Risk transfer round-up - 10 November

    CRT sector developments and deal news

    News    10 November 2021
  • US CLO equity outperforms

    Sector developments and company hires

    US CLO equity outperforms US CLO Equity cashflows average 15.2% across 1,038 BSL transactions that...

    Market moves    8 November 2021
  • Restricted issuance

    STS synthetic volumes to remain constrained

    STS synthetic securitisation issuance has been growing since the final framework came into effect ea...

    News Analysis    4 November 2021
  • Back from the brink

    Lloyds resurrects UK SME SRTs

    News    3 November 2021
  • Risk transfer round-up - 3 November

    CRT sector developments and deal news

    News    3 November 2021
  • Risk transfer round-up - 1 November

    CRT sector developments and deal news

    News    1 November 2021
  • Rocky road ahead

    Output floor implementation questioned

    The European Commission has approved the long-awaited CRR3 proposal (SCI 28 October). The latest cha...

    News Analysis    29 October 2021
  • Risk-sharing remit

    CRT definitions discussed

    Most practitioners agree that ‘risk-sharing transactions’ is the most appropriat...

    News Analysis    29 October 2021
  • Spanish SRT finalised

    Sabadell executes capital relief trade

    News    26 October 2021
  • SCI CRT Awards: Rising Star

    Winner: Meindert de Jong, director at PGGM

    In a mere seven years Meindert de Jong has gone from graduate recruit to a director and invaluable m...

    News    25 October 2021
  • SCI Awards: Personal Contribution to the Industry

    Winner: Christian Moor, team leader at the EBA

    Asked about his proudest achievement, Christian Moor, team leader at the EBA, points to - perhaps un...

    News    25 October 2021
  • Stepping up

    US CRT prospects discussed

    The US CRT market – as with every other area of society – was tested by the Covi...

    News Analysis    25 October 2021
  • SCI Awards: North American Law Firm of the Year

    Winner: Clifford Chance

    Clifford Chance has developed a strong reputation in the market, ranking as North America’...

    News    22 October 2021
  • RTS pending

    SRT regulatory uncertainty persists

    The regulatory technical standards (RTS) pertaining to the EBA’s final report on significa...

    News Analysis    22 October 2021
  • SCI CRT Awards: Law Firm of the Year

    Winner: Clifford Chance

    In a year that was heavily affected by the global Covid-19 pandemic, and the extension of the STS re...

    News    22 October 2021
  • SCI CRT Awards: North American Arranger of the Year

    Winner: Citi

    As long as there has been a capital relief trades market in the US, Citi has been there. But its pre...

    News    21 October 2021
  • SCI CRT Awards: Arranger of the Year

    Winner: Santander

    Santander has won SCI’s Arranger of the Year category after having showcased capabilities...

    News    21 October 2021
  • SCI CRT Awards: North American Issuer of the Year

    Winner: BMO Capital Markets

    BMO has for some time been one of the leading SRT issuers in the world and by far the most establish...

    News    20 October 2021
  • SCI CRT Awards: Issuer of the Year

    Winner: BNP Paribas

    BNP Paribas has won the Issuer of the Year category in SCI’s 2021 Capital Relief Trades Aw...

    News    20 October 2021
  • Innovative SRT finalised

    Bank of Ireland executes synthetic RMBS

    Bank of Ireland has finalised a €265m synthetic securitisation that references a €...

    News    20 October 2021
  • SCI Awards: Credit Insurer of the Year

    Winner: Fidelis Insurance Holdings

    Fidelis Insurance Holdings Ltd is a Bermuda-based global provider of specialty and bespoke insurance...

    News    19 October 2021