Helen Bartholomew is editor-at-large, Emea for Risk.net, based in London.
Prior to joining Risk.net, she was derivatives editor for International Financing Review, part of Thomson Reuters, where she reported on debt and equity capital markets.
Helen holds a bachelor’s degree in anthropology from the University of Durham, UK.
Pointed criticism from FSOC has done little to dampen interest in credit-sensitive rates
Term SOFR recommendation would follow “in days, not weeks” of US swaps quoting convention switch
Crits can be used as add-on to SOFR, while Critr will be a standalone benchmark
Sonia and €STR will be mandated for clearing, while Tonar must wait until liquidity settles
Isda AGM: US insurer says regulators unprepared to accept docs where model approval is obligatory
Isda AGM: Aligning swaps with assorted cash market conventions requires users to weigh liquidity cost
Industry insiders describe a frontier business with few rules – and plenty of questionable practices
US bank claims new Stoxx indexes for 23 single names will slash hedging costs and boost coupons
Regulator-prescribed margin methodology permits six-times leverage on equity swaps
Credit-sensitive SOFR add-on could be included in Isda’s interest rate definitions by mid-April
Swaps used to hedge tough legacy products and some new loans could reference a forward rate
Long-awaited easing of model governance requirements unlikely to take effect by September