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.
Historic move off fed funds discounting leads to trading surge
Secrecy at CME is contributing to volatility ahead of next week’s switch to SOFR discounting
Indicative auction portfolio unveiled by LCH shows discount risk heavily skewed to liquid end of curve
Deluge of one-way risk and kinks in basis swap auctions could derail Libor transition milestone
Pending merger and FCA’s effort to create synthetic Libor rates could sway outcome
Rival Natixis also plans to place parts of its equity derivatives business in run-off mode
Academics propose new credit index that ditches Libor tenors for a single funding spread
Administrators target year-end benchmark trials despite low swaps liquidity
FCA will have little control over how synthetic Libor rates are used in other jurisdictions
Despite posting big losses, funds that track front-month contracts remain popular with investors
Critics deplore lack of detail in UK taskforce's call for parallel legal fix and synthetic rate
Inclusion of dealer-to-client prices will boost publication rate in stress periods, IBA claims
Counterparty departure forces closure of eight oil trackers with $580 million of assets
Libor head predicts quick transition for loans following ‘big bang’ shifts in swaps