Helen Bartholomew
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.
Contact Helen on +44 (0) 20 7316 9223 or helen.bartholomew@infopro-digital.com
Follow Helen
Articles by Helen Bartholomew
Why Calamos chose swaps for market’s first autocall ETF
Swap-based structure attracts $40 million in first month; backers eye multi-billion-dollar AUM
Jane Street rivals call for wider probes of manipulation claims
Sebi allegations raise concerns about similar behaviour in US and European markets
Jane Street claims may prompt bank scrutiny
Reputational risk policies require dealers to quiz clients that hit the headlines
Traders hedge on Jane Street manipulation claims
Market-makers side with Sebi, while bankers accept arbitrage explanation. Most want more details.
Can vendors and CTAs escape the CFTC’s clutches?
Withdrawal of Sef perimeter advisory may provide greater flexibility for new breed of crypto tools
Non-cash collateral jump spurs tri-party VM expansion
BNY, Euroclear and JPM extend collateral platforms to variation margin as bonds and equities gain traction
For variation margin payments, cash is no longer king
Dealers are being pressed to accept corporate bonds and even equities as collateral for non-cleared trades
Deutsche Bank casts a cautious eye towards agentic AI
Risk Live: “An AI worker is something that is really buildable,” says innovation and AI head
Trump getting stuck in Washington ‘swamp’, says Scaramucci
Risk Live: Former White House comms director says lobbyists have become effective constraint on Trump agenda
Bankers feeling even more bullish after tariff selloff
Risk Live: “This is a powerful bull market that has legs to run,” says former Credit Suisse CIO
Investment firms ready plans for US autocallable ETFs
Evergreen format would provide the long-term track record required by portfolio allocators
Emir rule delay leaves Simm paperwork gathering dust
Mid-year refresh triggers Emir 3.0 authorisation process despite unfinished regulatory standards
Did tariff rout expose ‘autocallification’ in US dividend futures?
Bank of America cites curve flattening and beta surge as evidence of autocall hedging