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.

  • Synthetic disorder

    Risk transfer deals seek regulatory breakthrough

    Panellists at SCI's inaugural capital relief trades conference last month discussed regulatory devel...

    Talking Point    27 January 2016
  • AIG overhauls structure

    AIG has announced a series of strategic actions and organisational changes designed to create a lean...

    Job Swaps    27 January 2016
  • Canadian OTC rules harmonised

    Canadian securities regulators across the country's various provinces have agreed to implement rules...

    News Round-up    26 January 2016
  • Private asset head hired

    Nicholas Bamber has joined Legal & General Investment Management (LGIM) in the newly created...

    Job Swaps    26 January 2016
  • SCI Start the Week - 25 January

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

    Pipeline ABS deals accounted for more than half of last week's pipeline additions. There were six n...

    News    25 January 2016
  • SEFs officially registered

    The US CFTC has granted registration to 18 SEFs, which had previously operated under temporary regis...

    News Round-up    25 January 2016
  • STS securitisation supported

    The European Economic and Social Committee (EESC) has added its voice to calls for the introduction...

    News Round-up    22 January 2016
  • Canadian OTC proposals published

    The Canadian Securities Administrators (CSA) is seeking comment on its proposed approach to OTC deri...

    News Round-up    22 January 2016
  • Manager invests in structured experience

    Alberta Investment Management Corporation (AIMCo) has strengthened its relationship with DFG Investm...

    Job Swaps    21 January 2016
  • Europe credit conditions surveyed

    The European securities financing and OTC derivatives markets saw less favourable credit terms being...

    News Round-up    20 January 2016
  • Magnetar poaches SF pro

    Aidan McKeown has joined Magnetar as part of its fixed income team, focusing on structured credit an...

    Job Swaps    20 January 2016
  • Novo Banco meeting set

    ISDA's Determinations Committee will reconvene on 19 January to further discuss th...

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

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

    Pipeline The pipeline continued to build last week as a number of new deals were added. At the fina...

    News    18 January 2016
  • Novo Banco questions mulled

    ISDA's EMEA Determinations Committee continues to mull two questions submitted to it at end-December...

    News Round-up    14 January 2016
  • BGC, GFI merger closes

    BGC Partners has completed its merger with GFI Group. The announcement marks the end of a process th...

    Job Swaps    14 January 2016
  • CCP connectivity offered

    4sight Financial Software and Pirum have collaborated to deliver a new interface between their platf...

    News Round-up    14 January 2016
  • Capital relief deal agreed

    Dutch pension fund PGGM and Banco Santander have entered into a risk-sharing transaction regarding a...

    News Round-up    12 January 2016
  • ISDA strengthens DC rules

    ISDA has voted to make a number of changes to its Credit Derivatives Determinations Committees (DC)...

    News Round-up    12 January 2016
  • Margin tool offered

    TriOptima has launched triResolve Margin, a web-based end-to-end margin processing service delivered...

    News Round-up    12 January 2016
  • SCI Start the Week - 11 January

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

    Pipeline Pipeline additions picked up last week as market participants returned to their desks fo...

    News    11 January 2016
  • Abengoa auction due

    An auction to settle the credit derivative trades for Abengoa CDS is to be held on 14 January, after...

    News Round-up    7 January 2016