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.

  • APAC solutions unit formed

    Natixis has appointed Fabrice Guesde as head of global structured credit & solutions (GSCS),...

    Job Swaps    22 April 2016
  • Peabody auction due

    An auction to settle the credit derivative trades for Peabody Energy Corporation CDS is to be held o...

    News Round-up    22 April 2016
  • Bidding goodbye?

    BDCs face uncertain future as market turns

    BDCs and other listed vehicles are coming under increasing pressure - not least from their...

    News Analysis    19 April 2016
  • SEC adopts OTC conduct standards

    The US SEC has adopted final rules implementing business conduct standards and chief compliance offi...

    News Round-up    18 April 2016
  • SCI Start the Week - 18 April

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

    Pipeline Last week there were nine ABS deals added to the pipeline. A further three RMBS and two CM...

    News    18 April 2016
  • Counterparty risk revisions proposed

    Fitch has released an exposure draft that outlines proposed changes to assessing counterparty risk i...

    News Round-up    15 April 2016
  • ISDA directors elected

    ISDA has announced the election of 10 directors at its 31st Annual General Meeting in Tokyo. A furth...

    Job Swaps    14 April 2016
  • Non-cleared derivatives doc published

    ISDA has published the first in a series of documents to help market participants to comply with new...

    News Round-up    14 April 2016
  • Bermuda law firm beefs up

    Harneys has recruited corporate and insurance lawyer Michael Skrbic as counsel in its Bermuda office...

    Job Swaps    14 April 2016
  • Consolidation concerns

    M&A may compromise pricing vendor choice and innovation

    The consolidation of evaluated pricing firms poses a number of concerns for the securitisation and d...

    News Analysis    13 April 2016
  • EMIR classifications updated

    ISDA has published an updated classification letter to enable counterparties to notify each other of...

    News Round-up    13 April 2016
  • Call for entity-based approach

    In partnership with 12 other trade associations, ISDA has published a paper that recommends an entit...

    News Round-up    13 April 2016
  • SCI Start the Week - 11 April

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

    Pipeline Pipeline activity picked up again last week. There were 10 ABS additions, as well as an...

    News    11 April 2016
  • CDS blockchain test completed

    The DTCC, Markit and Axoni have joined four banks in completing the first successful test trade of s...

    News Round-up    8 April 2016
  • Derivatives lawyer added in LA

    Seyfarth Shaw has appointed Gordon Peery as a partner in Los Angeles. He will serve as chair of its...

    Job Swaps    8 April 2016
  • Pacific CDS settled

    The final price of Pacific Exploration & Production Corp CDS has settled at 20 (SCI 24 March...

    News Round-up    8 April 2016
  • Synthetic securitisation seminar planned

    The EBA and the European Investment Bank Group are set to jointly host a seminar on 31 May to discus...

    News Round-up    8 April 2016
  • CVA consultation launched

    The EBA has launched a public consultation on draft amending regulatory technical standards (RTS) on...

    News Round-up    7 April 2016
  • Leverage ratio changes proposed

    The Basel Committee has released a consultative document on revisions to the Basel 3 leverage ratio...

    News Round-up    6 April 2016
  • CDS pro shifts law firms

    Mayer Brown has added Douglas Donahue as a partner in its New York Office. He will contribute to the...

    Job Swaps    5 April 2016
  • SCI Start the Week - 4 April

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

    Pipeline The week following Easter marked a slow-down in the pace of deals joining the pipeline. At...

    News    4 April 2016