London bureau chief
Helen Bartholomew is London bureau chief for Risk.net.
She has written on a range of derivatives and markets topics including benchmark reform, margin rules, equity derivatives and structured products. Prior to joining Risk.net, she was derivatives editor for International Financing Review, part of Thomson Reuters, where she previously reported on debt and equity capital markets.
Helen holds a bachelor’s degree in anthropology from the University of Durham, UK.
Outlier fallback methods and narrow window to build F-TIIE derivatives liquidity make for ambitious transition plan
Break from US guidance benefits dealers but some futures inputs underpinning term rate are in short supply
High rates and increasing collateral requirements have ignited race for greater efficiency
Users frustrated by narrow scope of euro transition, but replacing Euribor was never a euro group objective
Dealers weigh basis risk against longer-dated swap hedges as CME consults on new conversion plan
Working group calls time on transition despite split opinion on Euribor’s long-term future
Chasing exchanges represent 75% of trading volume, 28% of open interest in first weeks of push
As US regulators prepare to mandate clearing, cost of compliance remains a mystery to many
Energy turmoil spurs demand for new counterparty rebalancing services in gas and power markets
Popular ‘worst-of’ products flirt with downside barriers, but issuers see no cause for hedge alarm
Level 2.3 inputs extrapolated from term version of €STR will replace internal bank estimates
Trading opens for custom basket forwards, as LSEG shelves Turquoise and LCH tie-up
Market participants say BoE forecasts and mini-budget help explain RFR products’ lack of liquidity
Standard-setter accused of ignoring its own principles and failing to back up its conclusions
SOFR alternative continues to be widely used to price regional bank loans