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.

  • RFC issued on CCP ratings

    Moody's has published a request for comment on its proposed global methodology for rating central co...

    News Round-up    24 June 2015
  • Ukreximbank credit event called

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

    News Round-up    23 June 2015
  • DTCC issues data harmonisation suggestions

    The DTCC has issued global data harmonisation recommendations to the CPMI IOSCO Harmonisation workin...

    News Round-up    18 June 2015
  • Private debt hedge fund launched

    Rob Allard and Jonathan Egol, both former mds at Goldman Sachs, have launched a dedicated private de...

    Job Swaps    17 June 2015
  • Revival instincts

    Push to reinvigorate CDS market gaining traction

    Credit derivatives notional amounts fell to US$16trn at end-December from US$19trn at end-June 2014...

    News Analysis    17 June 2015
  • ISDA principles gain backing

    A group of 11 industry associations has published a letter supporting a set of principles developed...

    News Round-up    15 June 2015
  • SCI Start the Week - 15 June

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

    Pipeline It was another busy week for the pipeline. There were nine new ABS added - inclu...

    News    15 June 2015
  • Collateral management tool launched

    MUREX has released MX.3, a collateral management tool designed to support sell- and buy-side financi...

    News Round-up    12 June 2015
  • ESAs consult on margin requirements

    The European Supervisory Authorities (ESAs) have launched a second consultation on draft regulatory...

    News Round-up    11 June 2015
  • Dealer contraction dampens CDS activity

    The notional amount of outstanding OTC derivatives contracts fell by 9% between end-June and end-Dec...

    News Round-up    9 June 2015
  • OTC service goes live

    SunGard's new service for post-trade futures and cleared OTC derivatives operations has gon...

    News Round-up    9 June 2015
  • Sabine auction scheduled

    An auction to settle the credit derivative trades for Sabine Oil & Gas Corporation CDS will...

    News Round-up    9 June 2015
  • SEF adds index options

    MarketAxess has expanded its SEF offering to include CDS index options and says it is the only credi...

    News Round-up    8 June 2015
  • SCI Start the Week - 8 June

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

    Pipeline Another Chinese deal joined the pipeline last week. It was one of six newly announced ABS,...

    News    8 June 2015
  • Portfolio advisor moves on

    Adrian Chopin has joined Orchard Global Asset Management, where he has been tasked with building a n...

    Job Swaps    5 June 2015
  • SF practice beefed up

    Shearman & Sterling has hired Charles Thompson as counsel in its structured finance group. H...

    Job Swaps    4 June 2015
  • OTC margin tool updated

    AcadiaSoft has launched MarginSphere 2, the latest version of its electronic margining platform for...

    News Round-up    3 June 2015
  • Risk management proposals issued

    The Joint Forum has published a report on developments in credit risk management across sectors. The...

    News Round-up    2 June 2015
  • Sabine credit event called

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

    News Round-up    2 June 2015
  • SIMM licensing launched

    ISDA has launched a licensing programme for its proprietary and patent-pending standard initial marg...

    News Round-up    2 June 2015
  • SCI Start the Week - 1 June

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

    Pipeline Several deals joined the pipeline during the holiday-shortened week, including a Chinese a...

    News    1 June 2015