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.

  • 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
  • SCI Awards: Investor of the Year

    Winner: Christofferson, Robb & Company

    Ever-present in risk sharing transactions (RST) since its formation in 2002, the CRT awards year 202...

    News    19 October 2021
  • SCI CRT Awards: Innovation of the Year

    Winner: Colisée 2020

    Societe Generale’s Colisée 2020, a private club capital relief trade that provi...

    News    18 October 2021
  • Risk transfer round-up - 18 October

    CRT sector developments and deal news

    News    18 October 2021
  • SCI CRT Awards: Impact Deal of the Year

    Winner: Marco Polo Three

    Crédit Agricole and the IFC’s Marco Polo Three transaction has won the Impact D...

    News    18 October 2021
  • SCI CRT Awards: Transaction of the Year

    Winner: Siena 2021 - RegCap-1

    Banca Monte dei Paschi di Siena’s Siena 2021 - RegCap-1 has won the Transaction of the Yea...

    News    15 October 2021
  • Risk transfer round-up - 15 October

    CRT sector developments and deal news

    News    15 October 2021
  • Provisioning relief

    Second Stage 2 SRT finalised

    News    8 October 2021
  • Landmark guarantee inked

    ThinCats and BBB seal agreement

    The British Business Bank and alternative lender ThinCats have finalised a guarantee agreement via t...

    News Analysis    8 October 2021
  • Risk transfer round-up - 6 October

    CRT sector developments and deal news

    News    6 October 2021
  • CRT seminar line-up finalised

    Fireside chat, awards on the agenda

    SCI’s 7th Annual Capital Relief Trades Seminar is taking place in-person on 13 October at...

    News    6 October 2021
  • CRT crush

    Mayer Brown working with 'many' imminent issuers

    Mayer Brown is currently working on “many” US private label capital relief trade...

    News Analysis    5 October 2021
  • Mobilising capital

    Call for risk transfer adoption in development finance

    Aid agencies, development finance institutions (DFIs) and multilateral development banks (MDBs) must...

    News    28 September 2021
  • Fraud charges for Honor Finance pair

    Sector developments and company hires

    Fraud charges for Honor Finance pair The US SEC has announced fraud charges against James Collins a...

    Market moves    24 September 2021
  • Pagaya goes public via SPAC

    Sector developments and company hires

    Pagaya goes public via SPAC Fintech securitisation issuer Pagaya Technologies and EJF Acquisition C...

    Market moves    20 September 2021
  • Downward pricing

    Deutsche Bank completes CRT

    News    20 September 2021
  • NPR issued on GSE capital framework

    Sector developments and company hires

    NPR issued on GSE capital framework The FHFA is seeking comment on a notice of proposed rulemaking...

    Market moves    16 September 2021
  • SRT debut

    First Nordic green synthetic executed

    Nordea and the EIF have finalised a significant risk transfer transaction that references a &eur...

    News    16 September 2021
  • Spanish SRT finalised

    Another STS synthetic executed

    News    14 September 2021
  • Risk transfer round-up - 8 September

    CRT sector developments and deal news

    News    8 September 2021
  • Double bind

    New SRT tests pose complexities

    The European Commission’s new consultation on the Securitisation Regulation (SCI 26 July)...

    News Analysis    20 August 2021