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.
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
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