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.
Agreement to buy optimisation firm for £274m strengthens LCH’s FX foothold as SA-CCR bites
€STR becomes new standard for euro cross-currency swaps; CAD and AUD stick with legacy rates
Outgoing rate hits market share lows in US swaps but little dent made in listed markets
Draft RTS creates validation hurdles and cross-border conflicts, industry warns
Regulators must address “grey areas” in uncommitted facilities, urge participants
First use cases price below fallback spreads, but above market levels; illiquid derivatives may hike hedging costs
Non-banks may prove immune to regulatory arm-twisting in fourth wave of transition for listed markets
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