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.

  • ESMA reports on rating agencies

    ESMA has published two sets of technical advice and a report on the regulation of credit rating agen...

    News Round-up    2 October 2015
  • CDS settlement details disclosed

    Further details have been revealed about the settlement of an antitrust class action case t...

    Job Swaps    2 October 2015
  • Agency seeks above-currency comments

    S&P is requesting comments on proposed changes to its methodology for assigning ratings abov...

    News Round-up    2 October 2015
  • SCI conference line-up unveiled

    Panellists have been confirmed for SCI's 8th Annual Securitisation Pricing, Trading and Risk Seminar...

    News Round-up    1 October 2015
  • New fund targets SF investment

    Franklin Templeton Investments has launched the Franklin K2 Long Short Credit Fund, which will inves...

    News Round-up    1 October 2015
  • RBS reshuffles corporate division

    RBS has appointed Scott Satriano to its new head of financing and risk solutions role as the bank lo...

    Job Swaps    29 September 2015
  • MiFID 2 standards finalised

    ESMA has published its final technical standards on MiFID 2, revealing how the legislation will appl...

    News Round-up    29 September 2015
  • New index rules roll

    The Markit CDX High Yield index rolls from Series 24 to 25 today (28 September), marking the impleme...

    News    28 September 2015
  • SCI Start the Week - 28 September

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

    Pipeline The pace of deals joining the pipeline continued to slow last week. In all, there were thr...

    News    28 September 2015
  • Aussie reporting exemptions allowed

    ISDA has published an Australian single-sided reporting letter, allowing certain market participants...

    News Round-up    25 September 2015
  • CDS manager tapped

    La Française Global Investment Solutions (GIS) has appointed Michael Hattab-Maruan...

    Job Swaps    24 September 2015
  • Corporate partner poached

    Costanza Russo has joined Faegre Baker Daniels' corporate team as partner. She will advise internati...

    Job Swaps    24 September 2015
  • Ukraine moratorium eyed

    ISDA's EMEA Credit Derivatives Determinations Committee has resolved that a potential repudiation/mo...

    News Round-up    24 September 2015
  • CDS exposure falls, remains concentrated

    Insured US commercial banks and savings institutions reported trading revenue of US$5.5bn in 2Q15, 2...

    News Round-up    22 September 2015
  • SCI Start the Week - 21 September

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

    Pipeline Fewer deals joined the pipeline last week. At the final count there were three new ABS, tw...

    News    21 September 2015
  • Derivatives ID initiative underway

    ISDA has launched a new industry data project, which aims to develop an open-source standard derivat...

    News Round-up    18 September 2015
  • Alpha CDS settled

    The final price for Alpha Appalachia Holdings CDS has settled at six. During yesterday's auction, 11...

    News Round-up    18 September 2015
  • iTraxx S24 skew projected

    Markit iTraxx indices roll to Series 24 on 21 September. The new series is expected to trade wider t...

    News    17 September 2015
  • Structured solutions pair appointed

    Mizuho International has appointed Andrew Feachem and Juan Carlos Martorell as co-heads of structure...

    Job Swaps    17 September 2015
  • Swaps collusion settlement reached

    A dozen banks have agreed to pay a US$1.87bn settlement to investors in a case accusing the...

    News    15 September 2015
  • Risk analytics pro recruited

    Yaacov Mutnikas has been appointed as co-head of Markit's solutions division focusing on risk analyt...

    Job Swaps    15 September 2015