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.
Over-reliance on fallbacks could lead to failures at year-end
Third-party provider begins shifting phase five clients to full-service collateral model
Custodians urged to update “antiquated technology” ahead of three-fold jump in phase six initial margin onboarding
‘Tough legacy’ solution could mop up $2.7trn-equivalent of non-cleared sterling and yen derivatives
Legislative effort is progressing with bipartisan support, but non-US law contracts won’t benefit
Legislation does not “disfavor” alternative rates, but safe harbour may not stretch beyond SOFR
A plan to oust Libor in September is expected to spur voluntary RFR adoption for euro legs
Pick-and-mix grid of floating rate options will make it easier to clear post-Libor bond hedges
SOFR set to win big in replacing Libor, but trillions could scatter across alternatives
Doubt over future of five credit-sensitive Libor replacements may be hindering late-stage Libor transition
Pointed criticism from FSOC has done little to dampen interest in credit-sensitive rates